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J Kertész

Publications and source records attributed to J Kertész.

17 recordsLinked to original sources
PubMed2002

Time-dependent cross-correlations between different stock returns: a directed network of influence.

We study the time-dependent cross-correlations of stock returns, i.e., we measure the correlation as the function of the time shift between pairs of stock return time series using tick-by-tick data. We find a weak but significant effect showing that in many cases the maximum correlation appears at nonzero time shift, indicating directions of influence between the companies. Due to the weakness of this effect and the shortness of the characteristic time (of the order of a few minutes), our findings are compatible with market efficiency. The interaction of companies defines a directed network of influence.

Journal Article↗
PubMed2002

Elastic behavior in contact dynamics of rigid particles.

The systematic errors due to the practical implementation of the contact dynamics method for simulation of dense granular media are examined. It is shown that, using the usual iterative solver to simulate a chain of rigid particles, effective elasticity and sound propagation with a finite velocity occur. The characteristics of these phenomena are investigated analytically and numerically in order to assess the limits of applicability of this simulation method and to compare it with soft particle molecular dynamics.

Journal Article↗
PubMed2001

Scaling of random spreading in small world networks.

In this study we have carried out computer simulations of random walks on Watts-Strogatz-type small world networks and measured the mean number of visited sites and the return probabilities. These quantities were found to obey scaling behavior with intuitively reasoned exponents as long as the probability p of having a long range bond was sufficiently low.

Journal Article↗
PubMed2001

Preferential growth: exact solution of the time-dependent distributions.

We consider a preferential growth model where particles are added one by one to the system consisting of clusters of particles. A new particle can either form a new cluster (with probability q) or join an already existing cluster with a probability proportional to the size thereof. We calculate exactly the probability Pi(k,t) that the size of the ith cluster at time t is k. We analyze the asymptotics, the scaling properties of the size distribution and of the mean size, as well as the relation of our system to recent network models.

Journal Article↗
PubMed2000

Stochastic boundary conditions in the deterministic Nagel-Schreckenberg traffic model.

We consider open systems where cars move according to the deterministic Nagel-Schreckenberg rules [K. Nagel and M. Schreckenberg, J. Phys. I 2, 2221 (1992)] and with maximum velocity v(max)>1, which is an extension of the asymmetric exclusion process (ASEP). It turns out that the behavior of the system is dominated by two features: (a) the competition between the left and the right boundary, (b) the development of so-called "buffers" due to the hindrance that an injected car feels from the front car at the beginning of the system. As a consequence, there is a first-order phase transition between the free flow and the congested phase accompanied by the collapse of the buffers, and the phase diagram essentially differs from that for v(max)=1 (ASEP).

Journal Article↗
PubMed2000

Nondeterministic Nagel-Schreckenberg traffic model with open boundary conditions.

We study the phases of the Nagel-Schreckenberg traffic model with open boundary conditions as a function of the randomization probabilities p>0 and the maximum velocity v(max)>1. Due to the existence of "buffer sites" which enhance the free-flow region, the behavior is much richer than that of the related, parallel updated asymmetric exclusion process [(ASEP), v(max)=1]. Such sites exist for v(max)> or =3 and p p(c) an additional maximum current phase separated by second-order transitions occurs like for the ASEP. The density profile decays in the maximum current phase algebraically with an exponent gamma approximately 2 / 3 for all v(max)> or =2 indicating that these models belong to another universality class than the ASEP where gamma=1 / 2.

Journal Article↗
PubMed1989

[Attempted suicide with verapamil].

A 26-year old woman took 4000 mg (100 tablets) of VerpamilR (Orion Pharmaceutica, Helsinki) with suicidal intestions. As a consequence of the poisoning cardiogenic shock, 3rd grade AV block and cardiac arrest occurred. The disturbance of stimulus formation and conduction was treated with a temporary pacemaker. Discussing the therapeutical possibilities it is stated that cardiovascular symptoms may be influenced successfully by Ca++ preparations (Calcium gluconicum, Calcium chloratum) and beta-receptor stimulants (isoproterenol, dopamine, orciprenalin) possibly also with glucagon.

Adult↗