Showing 1 - 7 of 7
The generation mechanisms of real world networks have been described using multiple models. The mathematical features of these models are usually extrapolated from statistical properties of a snapshot of these networks. We here propose an alternative method based on direct measurement of a...
Persistent link: https://www.econbiz.de/10010872334
Real-world networks are characterized by common features, including among others a scale-free degree distribution, a high clustering coefficient and a short typical distance between nodes. These properties are usually explained by the dynamics of edge and node addition and deletion.
Persistent link: https://www.econbiz.de/10010590440
We consider the emergence of power-law tails in the returns distribution of limit-order driven markets. We explain a previously observed clash between the theoretical and numerical studies of such models. We introduce a solvable model that interpolates between the previous studies and agrees...
Persistent link: https://www.econbiz.de/10010591691
Internet-based social networks often reflect extreme events in nature and society by drastic increases in user activity. We study and compare the dynamics of the two major complex processes necessary for information spread via the online encyclopedia ‘Wikipedia’, i.e., article editing...
Persistent link: https://www.econbiz.de/10011058090
It is well known that while daily price returns of financial markets are uncorrelated, their absolute values (‘volatility’) are long-term correlated. Here we provide evidence that certain subsequences of the returns themselves also exhibit long-term memory. These subsequences consist of...
Persistent link: https://www.econbiz.de/10011061993
We use the formalism of “maximum principle of Shannon's entropy” to derive the general power law distribution function, using what seems to be a reasonable physical assumption, namely, the demand of a constant mean “internal order” (Boltzmann entropy) of a complex, self-interacting,...
Persistent link: https://www.econbiz.de/10011060162
While a great deal is known about the topology of social networks, there is much less agreement about the geographical structure of these networks. The fundamental question in this context is: how does the probability of a social link between two individuals depend on the physical distance...
Persistent link: https://www.econbiz.de/10011059383