Showing 1 - 9 of 9
Disasters cause tremendous damage every year. In this paper, we have specifically studied emergency response to disaster-struck scale-free networks when some nodes in the network have redundant systems. If one node collapses, its redundant system will substitute it to work for a period of time....
Persistent link: https://www.econbiz.de/10010590416
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
Manipulation is an important issue for both developed and emerging stock markets. For the study of manipulation, it is critical to analyze investor behavior in the stock market. In this paper, an analysis of the full transaction records of over a hundred stocks in a one-year period is conducted....
Persistent link: https://www.econbiz.de/10010871932
Mobile telephones, company ID badges, and similar common devices form a sensor network which can be used to map human activity, and especially human interactions. The most informative sensor data seem to be measurements of person-to-person proximity, and statistics of vocalization and body...
Persistent link: https://www.econbiz.de/10010589346
We investigate course registration data of 18 semesters at a Korean University to portray the time evolution of students’ positions in the network of fellow students. Apart from being a study of the social positions of students, the present work is also an example of how large-scale, time...
Persistent link: https://www.econbiz.de/10010589790
Understanding the dependence structure between the commodity and stock markets is a crucial issue in constructing a portfolio. It can also help us to discover new opportunities to implement spread trading using multiple assets classified in the two different markets. This study analyzed the...
Persistent link: https://www.econbiz.de/10010590342
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...
Persistent link: https://www.econbiz.de/10010590755
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
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