Showing 1 - 4 of 4
We empirically study the activity pattern of individual blog-posting and observe the interevent time distributions decay as power-laws at both individual and population level. As different from previous studies, we find significant short-term memory in it. Moreover, the memory coefficient first...
Persistent link: https://www.econbiz.de/10010744297
Based on local erosion rule and fluctuations in rainfall, geology and parameters of a river channel, a generalized Langevin equation is proposed to describe the random prolongation of a river channel. This equation is transformed into the Fokker–Plank equation to follow the early evolution of...
Persistent link: https://www.econbiz.de/10011060801
In this paper, taking about 7 years’ high-frequency data of the Shanghai Stock Exchange Composite Index (SSEC) as an example, we propose a daily volatility measure based on the multifractal spectrum of the high-frequency price variability within a trading day. An ARFIMA model is used to...
Persistent link: https://www.econbiz.de/10011061853
In this paper, we study the statistical properties of bookmarking behaviors in Delicious.com. We find that the inter-event time (τ) distributions of bookmarking decay in a power-like manner as τ increases at both individual and population levels. Remarkably, we observe a significant change in...
Persistent link: https://www.econbiz.de/10011062708