# Elsevier

# Physica A: Statistical Mechanics and its Applications

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### 2004, Volume 344, Issue 3

**737-742 Self-organized criticality in a bulk-driven one-dimensional deterministic system***by*de Sousa Vieira, Maria**743-749 Nonextensivity and galaxy clustering in the Universe***by*Wuensche, C.A. & Ribeiro, A.L.B. & Ramos, F.M. & Rosa, R.R.**750-756 Numerical study of the ordering properties of lamellar phase***by*Xu, Aiguo & Gonnella, G. & Lamura, A.**757-763 Power-law behavior in social and economical phenomena***by*Yamamoto, Keizo & Miyazima, Sasuke

### 2004, Volume 344, Issue 1

**1-7 A (reactive) lattice-gas approach to economic cycles***by*Ausloos, Marcel & Clippe, Paulette & Miśkiewicz, Janusz & Pe¸kalski, Andrzej**8-13 Bankruptcy as an exit mechanism for systems with a variable number of components***by*Delli Gatti, Domenico & Di Guilmi, Corrado & Gaffeo, Edoardo & Gallegati, Mauro**14-18 The new capitalists: a structural change from the stock market economy to the free market economy***by*Khoshyaran, M.**19-23 Multiscaling behavior of transition economies before and after 1998 Russian financial crisis***by*Litvin, Vladimir A.**24-29 Minority mechanisms in models of agents learning collectively a resource level***by*Challet, Damien**30-35 Dynamics of the minority game for patients***by*Kim, Kyungsik & Yoon, Seong-Min & Kul Yum, Myung**36-40 On modeling of inefficient market***by*Makowiec, D.**41-49 Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation***by*Markose, Sheri M.**50-55 Growth and coagulation in a herding model***by*Rawal, S. & Rodgers, G.J.**56-61 Statistical mechanics of random graphs***by*Burda, Zdzisław & Jurkiewicz, Jerzy & Krzywicki, André**62-66 A consensus-based dynamics for market volumes***by*Sabatelli, Lorenzo & Richmond, Peter**67-72 Signal and noise in financial correlation matrices***by*Burda, Zdzisław & Jurkiewicz, Jerzy**73-76 Random matrix approach to shareholding networks***by*Souma, Wataru & Fujiwara, Yoshi & Aoyama, Hideaki**77-80 Neural networks for large financial crashes forecast***by*Rotundo, G.**81-86 Application of the ultrametric distance to portfolio taxonomy. Critical approach and comparison with other methods***by*Skórnik-Pokarowska, Urszula & Orłowski, Arkadiusz**87-94 Forecast of business performance using an agent-based model and its application to a decision tree Monte Carlo business valuation***by*Ikeda, Y. & Kubo, O. & Kobayashi, Y.**95-99 Ultrametricity in fund of funds diversification***by*Miceli, M.A. & Susinno, G.**100-103 Neural network revisited: perception on modified Poincare map of financial time-series data***by*Situngkir, Hokky & Surya, Yohanes**104-107 The nonlinear dynamics of the business center in Beckmann's model***by*Bulanov, S.V. & Echkina, E.Y. & Inovenkov, I.N.**108-111 Modeling share price evolution as a continuous time random walk (CTRW) with non-independent price changes and waiting times***by*Repetowicz, Przemysław & Richmond, Peter**112-116 Gibrat and Pareto–Zipf revisited with European firms***by*Fujiwara, Yoshi & Aoyama, Hideaki & Di Guilmi, Corrado & Souma, Wataru & Gallegati, Mauro**117-121 Kinematics and dynamics of Pareto–Zipf's law and Gibrat's law***by*Aoyama, Hideaki & Fujiwara, Yoshi & Souma, Wataru**122-127 Multiscale stochastic dynamics in finance***by*Capobianco, Enrico**128-133 Modeling financial markets by the multiplicative sequence of trades***by*Gontis, V. & Kaulakys, B.**134-137 A comparison between several correlated stochastic volatility models***by*Perelló, Josep & Masoliver, Jaume & Anento, Napoleón**138-141 A mechanism leading from bubbles to crashes: the case of Japan's land market***by*Kaizoji, Taisei & Kaizoji, Michiyo**142-145 The wave-equivalent of the Black–Scholes option price: an interpretation***by*Haven, Emmanuel**146-151 Probabilistic models of income distributions***by*Łukasiewicz, Piotr & Orłowski, Arkadiusz**152-155 An `ℏ-Brownian motion' and the existence of stochastic option prices***by*Haven, Emmanuel**156-161 The collision of masses and the way prices react to expectations***by*Chavez-Guzman, Luis**162-167 Confidence limits for data mining models of options prices***by*Healy, J.V. & Dixon, M. & Read, B.J. & Cai, F.F.**168-173 Estimating the level of cash invested in financial markets***by*Andersen, Jørgen Vitting**174-177 Triangular arbitrage in the foreign exchange market***by*Aiba, Yukihiro & Hatano, Naomichi**178-183 Multiscaling behavior in transition economies***by*Litvin, Vladimir A.**184-189 Fluctuation dynamics of exchange rates on Polish financial market***by*Orłowski, A. & Struzik, Z.R. & Syczewska, E. & Załuska-Kotur, M.A.**190-193 Short-term predictions in forex trading***by*Muriel, A.**194-197 Real prices from spot foreign exchange market***by*Petroni, Filippo & Serva, Maurizio**198-202 Statistical properties of the Indonesian Stock Exchange Index***by*Mart, T. & Surya, Y.**203-206 Analysis of Fokker–Planck approach for foreign exchange market statistics study***by*Smirnov, A.P. & Shmelev, A.B. & Sheinin, E.Ya.**207-210 Statistical properties of the moving average price in dollar–yen exchange rates***by*Ohnishi, Takaaki & Mizuno, Takayuki & Aihara, Kazuyuki & Takayasu, Misako & Takayasu, Hideki**211-215 Time interval between successive trading in foreign currency market: from microscopic to macroscopic***by*Sato, Aki-Hiro**216-220 ARCH–GARCH approaches to modeling high-frequency financial data***by*Podobnik, Boris & Ivanov, Plamen Ch. & Grosse, Ivo & Matia, Kaushik & Eugene Stanley, H.**221-226 Large price changes on small scales***by*Zawadowski, A.G. & Kertész, J. & Andor, G.**227-235 Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact***by*Silva, A. Christian & Prange, Richard E. & Yakovenko, Victor M.**236-239 Application of Heston model and its solution to German DAX data***by*Remer, R. & Mahnke, R.**240-243 Power law for ensembles of stock prices***by*Kaizoji, Taisei & Kaizoji, Michiyo**244-251 Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series***by*Kutner, Ryszard & Świtała, Filip**252-256 A comparison of high-frequency cross-correlation measures***by*Precup, Ovidiu V. & Iori, Giulia**257-262 Recurrence quantification analysis of wavelet pre-filtered index returns***by*Antoniou, Antonios & Vorlow, Constantinos E.**263-266 Modeling stylized facts for financial time series***by*Krivoruchenko, M.I. & Alessio, E. & Frappietro, V. & Streckert, L.J.**267-271 Time-dependent Hurst exponent in financial time series***by*Carbone, A. & Castelli, G. & Stanley, H.E.**272-278 Multifractal features of financial markets***by*Kim, Kyungsik & Yoon, Seong-Min**279-283 On anomalous distributions in intra-day financial time series and non-extensive statistical mechanics***by*Queirós, Silvio M. Duarte**284-288 Investment strategy due to the minimization of portfolio noise level by observations of coarse-grained entropy***by*Urbanowicz, Krzysztof & Hołyst, Janusz A.**289-293 Barrier option pricing: modelling with neural nets***by*Xu, L. & Dixon, M. & Eales, B.A. & Cai, F.F. & Read, B.J. & Healy, J.V.**294-298 On the analysis of cross-correlations in South African market data***by*Wilcox, Diane & Gebbie, Tim**299-307 Turbulence in magnetized plasmas and financial markets: comparative study of multifractal statistics***by*Budaev, V.P.**308-311 Detecting correlation in stock market***by*Wichard, Jörg D. & Merkwirth, Christian & Ogorzałek, Maciej**312-316 Asymmetric price transmission within the Portuguese stock market***by*Menezes, Rui & Dionisio, Andreia & Mendes, Diana A.**317-321 Application of bootstrap to detecting chaos in financial time series***by*Brzozowska-Rup, Katarzyna & Orłowski, Arkadiusz**322-325 Another type of log-periodic oscillations on Polish stock market***by*Gnaciński, Piotr & Makowiec, Danuta**326-329 Mutual information: a measure of dependency for nonlinear time series***by*Dionisio, Andreia & Menezes, Rui & Mendes, Diana A.**330-334 Traders' strategy with price feedbacks in financial market***by*Mizuno, Takayuki & Nakano, Tohur & Takayasu, Misako & Takayasu, Hideki**335-339 Econophysics teaching at the University of Wrocław***by*Grech, Dariusz**340-343 Licentiate studies in econophysics at the University of Silesia***by*Kisiel, J. & Kowalski, S. & Popiel, E. & Ratuszna, A. & Kożusznik, B. & Mielima¸ka, S.**344-348 Peer pressure and Generalised Lotka Volterra models***by*Richmond, Peter & Sabatelli, Lorenzo

### 2004, Volume 343, Issue C

**1-14 Separation in the flow through peristaltic motion of a carreau fluid in uniform tube***by*El Hakeem Abd El Naby, Abd & El Misery, A.E.M. & Abd El Kareem, M.F.**15-35 Nonlinear instability of finitely conducting cylindrical flows through porous media***by*Khalil Elcoot, Abd Elmonem & Moatimid, Galal M.**36-64 Characterization of the physical parameters in a process of magnetic separation and pressure-driven flow of a magnetic fluid***by*Cunha, F.R. & Sobral, Y.D.**65-80 To the theory of rheological properties of ferrofluids: influence of drop-like aggregates***by*Zubarev, A.Yu. & Iskakova, L.Yu.**81-104 Diffusion on a curved surface: a geometrical approach***by*Debbasch, F. & Moreau, M.**105-126 On the Einstein relation in a heated granular gas***by*Garzó, Vicente**127-146 Analysis of transport phenomena with finite speed of perturbations propagation***by*Shnaid, Isaac**147-155 Towards a dynamical theory of multifractals in turbulence***by*Yakhot, Victor & Sreenivasan, K.R.**156-166 Parameter-induced aperiodic stochastic resonance in the presence of multiplicative noise and additive noise***by*Xu, Bohou & Li, Jianlong & Zheng, Jinyang**167-174 The state variable correlation function of the bistable system subject to the cross-correlated noises***by*Mei, Dong-Cheng & Xie, Chong-Wei & Xiang, You-Lin**175-184 Stochastic stability in spatial three-player games***by*Miȩkisz, Jacek**185-200 Spatial pattern formation in asynchronous cellular automata with mass conservation***by*Suzudo, Tomoaki**201-218 Spatial correlations and synchronization in coupled map lattices with long-range interactions***by*Vasconcelos, D.B. & Viana, R.L. & Lopes, S.R. & Batista, A.M. & Pinto, S.E. de S.**219-237 Complexiton solutions of the Toda lattice equation***by*Ma, Wen-Xiu & Maruno, Ken-ichi**238-246 The multi-component coupled Burgers hierarchy of soliton equations and its multi-component integrable couplings system with two arbitrary functions***by*Xia, Tiecheng & Yu, Fajun & Zhang, Yi**247-262 The presence of an invariant manifold in the dissipative nonlinear four-wave coupling***by*Coninck, J.C.P. & Lopes, S.R. & Viana, R.L.**263-278 Synchronization in general complex dynamical networks with coupling delays***by*Li, Chunguang & Chen, Guanrong**279-287 Fitness for synchronization of network motifs***by*Moreno Vega, Yamir & Vázquez-Prada, Miguel & F. Pacheco, Amalio**288-294 A comprehensive weighted evolving network model***by*Li, Chunguang & Chen, Guanrong**295-310 Signal and noise in correlation matrix***by*Burda, Z. & Görlich, A. & Jarosz, A. & Jurkiewicz, J.**311-316 A method of calculation for the determinant of the Potts model transfer matrix***by*Mirza, B. & Bakhtiari, M.R.**317-334 Miscible, vertical network model 2-D simulations of two-phase flow displacements in porous media***by*Stevenson, Kristen & Bromhal, Grant S. & Ferer, Martin & Wilder, Joseph & Smith, Duane H.**335-342 The percolation properties of fractal aggregation***by*Cheng, Jinrong & Zhao, Min & Yuan, Xinghong & Zhao, Li & Huang, Decai & Zhou, Shengming**343-347 Symmetry of the continuum percolation threshold in systems of two different size objects***by*Consiglio, R. & Zouain, R.N.A. & Baker, D.R. & Paul, G. & Stanley, H.E.**348-358 Singular hydrophobicity patterns and net charge: a mesoscopic principle for protein aggregation/folding***by*Zbilut, Joseph P. & Mitchell, Julie C. & Giuliani, Alessandro & Colosimo, Alfredo & Marwan, Norbert & Webber, Charles L.**359-375 Reversible mesoscopic model of protein adsorption: From equilibrium to dynamics***by*Szöllősi, G.J. & Derényi, I. & Vörös, J.**376-392 Relations between a typical scale and averages in the breaking of fractal distribution***by*Ishikawa, Atushi & Suzuki, Tadao**393-400 Local states in crystals with defects***by*Manko, O.V. & Sadovnikov, B.I. & Savchenko, A.M.**401-423 On the phase transitions of graph coloring and independent sets***by*Barbosa, Valmir C. & Ferreira, Rubens G.**424-432 Specific heat anomalies of non-interacting fermions with multifractal energy spectra***by*de Oliveira, I.N. & Lyra, M.L. & Albuquerque, E.L.**433-473 The effective dielectric constant of plasmas:effects of screening***by*Niez, Jean-Jacques**474-486 A transport theory contribution to the understanding of current transient***by*Mostacci, D. & Molinari, V. & Maritato, L.**487-498 A new description for sodium channel gating model based on macroscopic ionic currents in dissociated cerebellar Purkinje neurons***by*Kayikcioglu, Temel & Ozkaner, Vedat**499-504 A study on composed nonextensive magnetic systems***by*Navarro, F.A.R. & Reis, M.S. & Lenzi, E.K. & Oliveira, I.S.**505-514 Multiplicative point process as a model of trading activity***by*Gontis, V. & Kaulakys, B.**515-524 Optimal number of disperse states in the model of Brownian motors***by*Zhou, Yan & Bao, Jing-Dong**525-542 Quasi-stationary distributions for models of heterogeneous catalysis***by*de Oliveira, Marcelo M. & Dickman, Ronald**543-556 On cell resistance and immune response time lag in a model for the HIV infection***by*Solovey, Guillermo & Peruani, Fernando & Ponce Dawson, Silvina & Maria Zorzenon dos Santos, Rita**557-572 Population growth and control in stochastic models of cancer development***by*Ochab-Marcinek, Anna & Gudowska-Nowak, Ewa**573-582 On the topology of the world exchange arrangements web***by*Li, Xiang & Jin, Yu Ying & Chen, Guanrong**583-602 From a market of dreamers to economical shocks***by*Owhadi, Houman**603-622 Multifractal model of asset returns with leverage effect***by*Eisler, Z. & Kertész, J.**623-634 Estimated correlation matrices and portfolio optimization***by*Pafka, Szilárd & Kondor, Imre**635-642 Greed, fear and stock market dynamics***by*Westerhoff, Frank H.**643-652 Entropic basis of the Pareto law***by*Rawlings, Philip K. & Reguera, David & Reiss, Howard**653-661 A generalized dynamic herding model with feed-back interactions***by*Zheng, B. & Ren, F. & Trimper, S. & Zheng, D.F.**662-668 Inflation and deflation in financial markets***by*Kaizoji, Taisei**669-676 Emergence of cooperation in an evolutionary game with two-level decisions***by*Acosta, G. & Guala, S. & Marenco, J.**677-693 Modeling of waiting times and price changes in currency exchange data***by*Repetowicz, Przemysław & Richmond, Peter**694-700 Free Lévy matrices and financial correlations***by*Burda, Zdzisław & Jurkiewicz, Jerzy & Nowak, Maciej A. & Papp, Gabor & Zahed, Ismail**701-711 Inefficiency of voting in Parrondo games***by*Dinís, Luis & Parrondo, Juan M.R.**712-724 Effect of exit configuration on evacuation of a room without visibility***by*Nagai, Ryoichi & Nagatani, Takashi & Isobe, Motoshige & Adachi, Taku**725-738 The role of network topology on extremism propagation with the relative agreement opinion dynamics***by*Amblard, Frédéric & Deffuant, Guillaume**739-747 Distribution of shortest paths at percolation threshold: application to oil recovery with multiple wells***by*Soares, R.F. & Corso, G. & Lucena, L.S. & Freitas, J.E. & da Silva, L.R. & Paul, G. & Stanley, H.E.

### 2004, Volume 342, Issue 3

**419-427 Beads-on-a-string packing in two dimensions***by*Brito, V.P. & Castro, W.S. & Coelho, A.S.O. & Gomes, M.A.F.**428-446 Concerning maximal packing arrangements of binary disk mixtures***by*Uche, O.U. & Stillinger, F.H. & Torquato, S.**447-461 Sedimentation of oblate ellipsoids at low and moderate Reynolds numbers***by*Fonseca, F. & Herrmann, H.J.**462-470 Localization of magnetic excitations in 1-D quasiperiodic chains: a semi-classical approach***by*Fulco, U.L. & H.A.L. Anselmo, Dory & Albuquerque, E.L.**471-478 Scaling and the prediction of energy spectra in decaying hydrodynamic turbulence***by*Ditlevsen, P.D. & Jensen, M.H. & Olesen, P.**479-490 Crossover of the behavior of surface waves in a vibrated granular material***by*Jung, Youngkyun & Lee, Jysoo**491-506 Stochastic analysis of subcritical amplification of magnetic energy in a turbulent dynamo***by*Fedotov, Sergei & Bashkirtseva, Irina & Ryashko, Lev**507-515 Mean first-passage time for diffusion on fractal lattices with imposed boundary conditions***by*Chełminiak, Przemysław & Kurzyński, Michał**516-528 Asymmetric dynamics and critical behavior in the Bak–Sneppen model***by*Garcia, Guilherme J.M. & Dickman, Ronald**529-550 The physical measurable vacuum energy density in rectangular geometries and the Scharnhorst effect***by*Rodrigues, R.B. & Svaiter, N.F.**551-560 The growth of random networks as a diffusion process***by*Resendis-Antonio, O. & Collado-Vides, J.**561-569 Ordering kinetics of a chemisorbed overlayer: mean field lattice gas model***by*Hader, A. & Saadouni, K. & Boughaleb, Y.**570-582 Evaluating critical exponents in the optimized perturbation theory***by*Pinto, Marcus Benghi & Ramos, Rudnei O. & Sena, Paulo J.**583-596 Magnetic properties in the Ising-mixed spin-12-spin-1 superlattice***by*Du, A. & Liu, H.J. & Wang, B.**597-611 Populations in a periodically changing habitat. Comparison of two extended models***by*Pawlikowski, K. & Pȩkalski, A.**612-622 Simulation studies of protein translocation in mitochondria***by*Loebl, H.C. & Matthai, C.C.**623-638 Statistical analysis of gene and intergenic DNA sequences***by*Kugiumtzis, D. & Provata, A.**639-655 Credit risk enhancement in a network of interdependent firms***by*Neu, Peter & Kühn, Reimer**656-664 Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions***by*Cajueiro, Daniel O. & Tabak, Benjamin M.**665-676 An econophysics approach to the Portuguese Stock Index—PSI-20***by*Matos, José A.O. & Gama, Sı́lvio M.A. & Ruskin, Heather J. & Duarte, José A.M.S.**677-692 Applications of δ-function perturbation to the pricing of derivative securities***by*Decamps, Marc & De Schepper, Ann & Goovaerts, Marc**693-700 Free float and stochastic volatility: the experience of a small open economy***by*Selçuk, Faruk**701-707 ‘Epileptic seizures’ in economic organism***by*Klonowski, W. & Olejarczyk, E. & Stepien, R.**708-740 Opportunity for regulating the collective effect of random expansion with manifestations of finite size effects in a moderate number of finite systems***by*Kozlowski, Wlodzimierz**741-754 Stochastic noise approach to traffic flow modeling***by*Sopasakis, Alexandros

### 2004, Volume 342, Issue 1

**1-8 Diffusion in fluctuating media: resonant activation***by*Revelli, Jorge A. & Budde, Carlos E. & Wio, Horacio S.**9-15 On the moving pulse solutions in systems with broken parity***by*Descalzi, Orazio & Tirapegui, Enrique**16-21 Anomalous diffusion and anisotropic nonlinear Fokker–Planck equation***by*da Silva, P.C. & da Silva, L.R. & Lenzi, E.K. & Mendes, R.S. & Malacarne, L.C.**22-28 Single-particle model for a granular ratchet***by*Bae, A.J. & Morgado, W.A.M. & Veerman, J.J.P. & Vasconcelos, G.L.**29-33 Environment-dependent transport in multiple asymmetric well potentials***by*Rosa, Jane & Beims, Marcus W.**34-39 On the hydrogen bond structure of water at different densities***by*Caffarena, Ernesto R. & Grigera, J.Raúl**40-47 Static heterogeneities in liquid water***by*Stanley, H.Eugene & Buldyrev, Sergey V. & Giovambattista, Nicolas**48-53 Dynamic anomalies of fluids with isotropic doubled-ranged potential***by*Netz, Paulo A. & Raymundi, José Fernando & Camera, Adriana Simane & Barbosa, Marcia C.**54-61 Correlations induce association in polyelectrolyte solutions***by*da Silva, Marcelo B. & Lucena, Liacir S. & Barbosa, Marcia C.**62-68 Dynamics that trigger/inhibit cluster formation in a one-dimensional granular gas***by*Pasini, José Miguel & Cordero, Patricio**69-75 Understanding turbulence through numerical simulations***by*Gómez, Daniel O. & Mininni, Pablo D.**76-82 Some remarks on p-spin interaction models in a random field***by*Haddad, T.A.S. & Vieira, A.P. & Salinas, S.R.**83-89 Potts spin glass: a renormalization group approach***by*Camelo-Neto, G. & de Lima, Washington & Coutinho, S. & Morgado, W.A.M.**90-96 Plaquette distributions for ±J Ising lattices***by*Lebrecht, W. & Vogel, E.E. & Cartes, J. & Valdés, J.F.**97-103 Crystal vs. glass formation in lattice models with many coexisting ordered phases***by*de Oliveira, Mário J. & Petri, Alberto & Tomé, Tânia**104-111 Aging at the edge of chaos: glassy dynamics and nonextensive statistics***by*Robledo, A.**112-118 Nonextensive scaling in a long-range Hamiltonian system***by*Anteneodo, Celia**119-125 On time and ensemble averages in quasistationary state of low-dimensional Hamiltonian maps***by*Baldovin, Fulvio**126-131 The need for alternative information measures***by*Plastino, A.**132-138 Stability analysis of the entropies for superstatistics***by*Souza, Andre M.C. & Tsallis, Constantino**139-144 Superstatistics, escort distributions, and applications***by*Beck, Christian**145-150 Numerical calculation of the energy-relative fluctuation for a system in contact with a finite heat bath***by*Potiguar, F.Q. & Costa, U.M.S.**151-157 Critical dynamics of anisotropic Bak–Sneppen model***by*Tirnakli, Ugur & Lyra, Marcelo L.**158-163 A heavenly example of scale-free networks and self-organized criticality***by*Paczuski, M. & Hughes, D.**164-170 On the thresholds, probability densities, and critical exponents of Bak–Sneppen-like models***by*Garcia, Guilherme J.M. & Dickman, Ronald**171-177 Statistics of epicenters in the Olami–Feder–Christensen model in two and three dimensions***by*Peixoto, Tiago P. & Prado, Carmen P.C.**178-185 Complex dynamics in a one-block model for earthquakes***by*Montagne, Raúl & Vasconcelos, Giovani L.**186-192 Correlation between risk aversion and wealth distribution***by*Iglesias, J.R. & Gonçalves, S. & Abramson, G. & Vega, J.L.**193-199 Inequalities of wealth distribution in a conservative economy***by*Pianegonda, S. & Iglesias, J.R.**200-206 Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets***by*Gleria, Iram & Figueiredo, Annibal & Matsushita, Raul & Rathie, Pushpa & Da Silva, Sergio**207-213 Random walk networks***by*Luque, Bartolo & Ballesteros, Fernando J.**214-220 A multifractal scale-free lattice***by*Corso, G. & Freitas, J.E. & Lucena, L.S.**221-233 Emergence of coherent oscillations in stochastic models for circadian rhythms***by*Gonze, Didier & Halloy, José & Goldbeter, Albert**234-241 Periodic solutions and chaos in a non-linear model for the delayed cellular immune response***by*Canabarro, A.A. & Gléria, I.M. & Lyra, M.L.**242-248 Results from variants of the Fisher equation in the study of epidemics and bacteria***by*Kenkre, V.M.**249-255 Critical behavior of a vector-mediated propagation of an epidemic process***by*Macnadbay, E. & Bezerra, R. & Fulco, U.L. & Lyra, M.L. & Argolo, C.**256-262 A social model for the evolution of sexually transmitted diseases***by*Gonçalves, Sebastián & Kuperman, Marcelo & Ferreira da Costa Gomes, Marcelo**263-269 Stability diagrams for bursting neurons modeled by three-variable maps***by*Copelli, M. & Tragtenberg, M.H.R. & Kinouchi, O.**270-280 From scale invariance to deterministic chaos in DNA sequences: towards a deterministic description of gene organization in the human genome***by*Nicolay, S. & Brodie of Brodie, E.B. & Touchon, M. & d'Aubenton-Carafa, Y. & Thermes, C. & Arneodo, A.**281-287 Probing a reduced equation for intracellular calcium dynamics***by*Ventura, A.C. & Bruno, L. & Ponce Dawson, S.**288-293 Statistical analysis of the distribution of amino acids in Borrelia burgdorferi genome under different genetic codes***by*Garcı́a, José A. & Alvarez, Samantha & Flores, Alejandro & Govezensky, Tzipe & Bobadilla, Juan R. & José, Marco V.**294-300 Dictionary-based methods for information extraction***by*Baronchelli, A. & Caglioti, E. & Loreto, V. & Pizzi, E.**301-307 Applications of recurrence quantified analysis to study the dynamics of chaotic chemical reaction***by*Castellini, H. & Romanelli, L.**308-314 Return intervals of rare events in records with long-term persistence***by*Bunde, Armin & F. Eichner, Jan & Havlin, Shlomo & W. Kantelhardt, Jan**315-321 Markov chain model for turbulent wind speed data***by*Kantz, Holger & Holstein, Detlef & Ragwitz, Mario & K. Vitanov, Nikolay**322-328 Studying long-range correlations in a liquid–vapor-phase transition***by*Zebende, G.F. & da Silva, M.V.S. & Rosa, A.C.P. & Alves, A.S. & de Jesus, J.C.O. & Moret, M.A.**329-335 Modeling the searching behavior of social monkeys***by*Boyer, D. & Miramontes, O. & Ramos-Fernández, G. & Mateos, J.L. & Cocho, G.**336-343 The quasi-equilibrium phase in nonlinear 1D systems***by*Sen, Surajit & Krishna Mohan, T.R. & M.M. Pfannes, Jan**344-350 Synchronization of globally coupled non-identical maps with inhomogeneous delayed interactions***by*Martı́, Arturo C. & Masoller, C.**351-355 Naimark–Sacker bifurcations in linearly coupled quadratic maps***by*Rech, Paulo C. & Beims, Marcus W. & Gallas, Jason A.C.**356-362 Fine structure in the scaling of type-I intermittency bifurcations***by*de S. Cavalcante, Hugo L.D. & Leite, J.R.Rios