Showing 1 - 10 of 197
including transaction costs. Computational results based on clustering selection are compared to those of random techniques and … show the importance of clustering in noise reduction and robust forecasting applications, in particular for enhanced index …
Persistent link: https://www.econbiz.de/10010589147
intervals are also long-term correlated with the exponent γ, yielding clustering of both small and large return intervals. We … provide indications that both the stretched exponential behaviour and the clustering of rare events can be seen in long …
Persistent link: https://www.econbiz.de/10011063132
vehicles are clarified by analyzing traffic patterns. The clustering of vehicles varies with the cycle time of signals. The … maximum current is closely connected to vehicular clustering. Clustering of vehicles is controlled by varying both split and …
Persistent link: https://www.econbiz.de/10010873346
In two different classes of network models, namely, the Watts Strogatz type and the Euclidean type, subtle changes have been introduced in the randomness. In the Watts Strogatz type network, rewiring has been done in different ways and although the qualitative results remain the same, finite...
Persistent link: https://www.econbiz.de/10010874028
carried by a telephone network. In this paper, we investigate the effect of user clustering on the telephone traffic based on … found that the carried traffic is not affected by the clustering. On the other hand, a scale-free user network with high … clustering produces more carried traffic compared to one with smaller clustering because of the larger call arrival rate and the …
Persistent link: https://www.econbiz.de/10010874307
In the course of recent fifteen years the network analysis has become a powerful tool for studying financial markets. In this work we analyze stock markets of the USA and Sweden. We study cluster structures of a market network constructed from a correlation matrix of returns of the stocks traded...
Persistent link: https://www.econbiz.de/10010906967
-dimensional plane have been studied with special attention to clustering, using hypernetted chain integral equation theory. The …
Persistent link: https://www.econbiz.de/10010939927
We inspect a possible clustering structure of the corruption perception among 134 countries. Using the average linkage … clustering, we uncover a well-defined hierarchy in the relationships among countries. Four main clusters are identified and they … of hierarchical and clustering methods to the specific case of corruption. …
Persistent link: https://www.econbiz.de/10011209714
standard mean-field description which neglects correlation effects and clustering; (ii) a moment dynamics description which … approximately incorporates correlation and clustering effects; and (iii) averaged data from repeated discrete simulations which … directly incorporates correlation and clustering effects. Comparing these three descriptions indicates that the mean-field and …
Persistent link: https://www.econbiz.de/10010730345
the entire population), and the clustering coefficient. A novel network-generation procedure based on random graphs with a … clustering coefficient has a negative impact on diffusion, a finding that contributes to the ongoing controversy on the benefits …
Persistent link: https://www.econbiz.de/10010753598