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- T. Qiu, B. Zheng, F. Ren, Steffen Trimper
- Physical review. E, Statistical, nonlinear, andâ€¦
- 2006

We investigate the return-volatility correlation both local and nonlocal in time with daily and minutely data of the German DAX and Chinese indices, and observe a leverage effect for the German DAX,â€¦ (More)

- Thomas Bose, Steffen Trimper
- Physical review. E, Statistical, nonlinear, andâ€¦
- 2009

We analyze a stochastic model for tumor cell growth with both multiplicative and additive colored noises as well as nonzero cross correlations in between. Whereas the death rate within the logisticâ€¦ (More)

- S. Z. Lin, B. Zheng, Steffen Trimper
- Physical review. E, Statistical, nonlinear, andâ€¦
- 2006

We perform molecular dynamics and Monte Carlo simulations of two-dimensional melting with dipole-dipole interactions. Both static and dynamic behaviors are examined. In the isotropic liquid phase,â€¦ (More)

- Gunter M. SchÃ¼tz, Steffen Trimper
- Physical review. E, Statistical, nonlinear, andâ€¦
- 2004

We consider a discrete-time random walk where the random increment at time step t depends on the full history of the process. We calculate exactly the mean and variance of the position and discussâ€¦ (More)

- Dafang Zheng, Steffen Trimper, Bo Zheng, P. M. Hui
- Physical review. E, Statistical, nonlinear, andâ€¦
- 2003

We propose a model of weighted scale-free networks incorporating a stochastic scheme for weight assignments to the links, taking into account both the popularity and fitness of a node. As the networkâ€¦ (More)

Da-Fang Zheng âˆ—, P.M. Hui, Steffen Trimper, and Bo Zheng 1 Zhejiang Institute of Modern Physics, Zhejiang University, Hangzhou 310027, Peopleâ€™s Republic of China 2 Fachbereich Physik,â€¦ (More)

- F. Ren, B. Zheng, H. Lin, Lian-ji Wen, Steffen Trimper
- 2005

We present a relatively detailed analysis of the persistence probability distributions in financial dynamics. Compared with the auto-correlation function , the persistence probability distributionsâ€¦ (More)

- F. Ren, B. Zheng, T. Qiu, Steffen Trimper
- Physical review. E, Statistical, nonlinear, andâ€¦
- 2006

Score-dependent and agent-dependent payoffs of the strategies are introduced into the standard minority game. The intrinsic periodicity is consequently removed, and the stylized facts arise, such asâ€¦ (More)

- F. Ren, B. Zheng, T. Qiu, Steffen Trimper
- 2006

Payoffs which depend on the scores of the strategies are introduced into the standard Minority Game (MG). The double-periodicity behavior of the standard model is consequently removed, and stylizedâ€¦ (More)

- Mario Einax, Michael Schulz, Steffen Trimper
- Physical review. E, Statistical, nonlinear, andâ€¦
- 2004

A microscopic model is studied numerically to describe wearless dry friction without thermal fluctuations between atomically flat contact interfaces. The analysis is based on a double-chain modelâ€¦ (More)