Showing 1 - 7 of 7
Behaviors of complex networks under intentional attacks guided by degree (degree attack) have been extensively studied. However, little is known about the behaviors of these networks under intentional attacks guided by damage (damage attack), in which adversaries choose the vertex with the...
Persistent link: https://www.econbiz.de/10010871573
Using a momentum trading approach, Dow Jones Industrial stocks are analyzed on an yearly basis for trade execution during the rise, crash, and consolidation period (1999–2001) of the stock market. While the anomalous trend in some of the volatile sectors are seen (i.e., the Microsoft in year...
Persistent link: https://www.econbiz.de/10010590406
Precisely quantifying the heterogeneity or disorder of network systems is important and desired in studies of behaviors and functions of network systems. Although various degree-based entropies have been available to measure the heterogeneity of real networks, heterogeneity implicated in the...
Persistent link: https://www.econbiz.de/10010591018
In this work, the stability issues of the equilibrium points of multi-delayed cellular neural networks with impulsive effects are investigated. Based on the method of linear matrix inequality (LMI) and parameterized first-order model transformation, several new delay-dependent and...
Persistent link: https://www.econbiz.de/10010872909
A momentum trading approach is presented to examine the Dow Jones industrial components for a period of about past 10 years (1992–2002). An analogy between the classical dynamics in physics and the stock trade dynamics is used with the momentum, P=mv, where the velocity (v) is a relative price...
Persistent link: https://www.econbiz.de/10011057935
This study investigates property securities bubbles and crashes by using a dynamic mathematical methodology developed from the previous research (Watanabe et al. 2007a, b [31,32]). The improved model is used to detect the bubble and crash periods in five international countries/cities (namely,...
Persistent link: https://www.econbiz.de/10011058574
A multifractal, detrended fluctuation approach is used to analyze the growth enterprise market (GEM) in China involving a range of correlations in fluctuations of share prices (fat tail), persistent and anti-persistent states. Our analysis exhibits company-specific multifractal characteristics,...
Persistent link: https://www.econbiz.de/10011060787