Showing 1 - 10 of 197
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
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
This work presents a network model for representation of the evolution of certain patterns of economic behavior. More specifically, after representing the agents as points in a space in which each dimension associated to a relevant economic variable, their relative “motions” that can be...
Persistent link: https://www.econbiz.de/10011077851
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 car-following model of traffic is extended to mimic bus behavior in the bus route. We study the phase transitions and bunching in the bus route model by both simulation and linear stability analysis. It is found that the jamming transitions among an inhomogeneous bunching phase, the...
Persistent link: https://www.econbiz.de/10010871569
which achieves the following challenges: it produces graphs which have the three main wanted properties (clustering, degree …
Persistent link: https://www.econbiz.de/10010871743
We present cross and time series analysis of price fluctuations in the US Treasury fixed income market. Bonds have been classified according to a suitable metric based on the correlation among them. The classification shows how the correlation among fixed income securities depends strongly on...
Persistent link: https://www.econbiz.de/10010871951
Graph clustering has been an essential part in many methods and thus its accuracy has a significant effect on many … circuits demands clustering algorithms with nearly-linear time and space complexity. In this paper we propose Personalized … PageRank Clustering (PPC) that employs the inherent cluster exploratory property of random walks to reveal the clusters of a …
Persistent link: https://www.econbiz.de/10010871970
Recommender systems seek to find the interesting items by filtering out the worthless items. Collaborative filtering is one of the most successful recommendation approaches. It typically associates a user with a group of like-minded users based on their preferences over all the items and...
Persistent link: https://www.econbiz.de/10010872047