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Distinguishing manipulated stocks via trading network analysis

Sun, Xiao-Qian; Cheng, Xue-Qi; Shen, Hua-Wei; Wang, … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 20, pp. 3427-3434

hundred stocks in a one-year period is conducted. For each stock, a trading network is constructed to characterize the … average degree of the trading network and a low correlation between the price return and the seller–buyer ratio. These …

Persistent link: https://www.econbiz.de/10010871932

Power law classification scheme of time series correlations. On the example of G20 group

Miśkiewicz, Janusz - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 9, pp. 2150-2162

A power law classification scheme (PLCS) of time series correlations is proposed. It is shown that PLCS provides the ability to classify nonlinear correlations and measure their stability. PLCS has been applied to gross domestic product (GDP) per capita of G20 members and their correlations...

Persistent link: https://www.econbiz.de/10011063722

Automatic mapping and modeling of human networks

Pentland, Alex - In: Physica A: Statistical Mechanics and its Applications 378 (2007) 1, pp. 59-67

Mobile telephones, company ID badges, and similar common devices form a sensor network which can be used to map human …

Persistent link: https://www.econbiz.de/10010589346

Korean university life in a network perspective: Dynamics of a large affiliation network

Holme, Petter; Min Park, Sung; Kim, Beom Jun; Edling, … - In: Physica A: Statistical Mechanics and its Applications 373 (2007) C, pp. 821-830

students’ positions in the network of fellow students. Apart from being a study of the social positions of students, the … find that the students enter the network at the center and are gradually diffusing towards the periphery. On the other hand …

Persistent link: https://www.econbiz.de/10010589790

Dependence structure of the commodity and stock markets, and relevant multi-spread strategy

Kim, Min Jae; Kim, Sehyun; Jo, Yong Hwan; Kim, Soo Yong - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 21, pp. 3842-3854

matrix theory technique and network analysis. Our results show that the stock and commodity markets must be handled as …

Persistent link: https://www.econbiz.de/10010590342

Network analysis of an online community

Han, Sangman; Kim, Beom Jun - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 23, pp. 5946-5951

We empirically study various network properties of an online community. The numbers of articles written by each user to … the bulletin boards of each of the others are used to construct the directed and weighted network B, and gifting behaviors … among users are also kept track of, to build the network G which is again directed and weighted. Detailed analysis reveals …

Persistent link: https://www.econbiz.de/10010590755

The effect of the subprime crisis on the credit risk in global scale

Lee, Sangwook; Kim, Min Jae; Lee, Sun Young; Kim, Soo Yong - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 9, pp. 2060-2071

Credit default swap (CDS) has become one of the most actively traded credit derivatives, and its importance in finance markets has increased after the subprime crisis. In this study, we analyzed the correlation structure of credit risks embedded in CDS and the influence of the subprime crisis on...

Persistent link: https://www.econbiz.de/10010874713

Scale-free networks with a large- to hypersmall-world transition

Holme, Petter - In: Physica A: Statistical Mechanics and its Applications 377 (2007) 1, pp. 315-322

Recently there has been a tremendous interest in models of networks with a power-law distribution of degree—so-called “scale-free networks.” It has been observed that such networks, normally, have extremely short path-lengths, scaling logarithmically or slower with system size. As an...

Persistent link: https://www.econbiz.de/10011058075

Numerical simulations for traffic-flow models on a decorated square lattice

Horiguchi, Tsuyoshi; Sakakibara, Takehito - In: Physica A: Statistical Mechanics and its Applications 252 (1998) 3, pp. 388-404

We investigate a traffic-flow problem in a network of city roads. The network of city roads is assumed to be a square … traffic-flow model proposed by Cuesta et al. (Phys. Rev. E 51 (1995) 175) to models on the network of city roads and then …

Persistent link: https://www.econbiz.de/10010599578

Synchronization of complex dynamical networks by the incremental ISS approach

Cai, Chaohong; Chen, Guanrong - In: Physica A: Statistical Mechanics and its Applications 371 (2006) 2, pp. 754-766

network of identical nodes, using chaotic nodes as a typical platform. The proposed technique can achieve chaos … state/output information from the seed node that produces the reference orbit for network synchronization. Examples and …

Persistent link: https://www.econbiz.de/10010871715

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