Showing 1 - 10 of 310
In this paper, we report an analysis of the protein sequence length distribution for 13 bacteria, four archaea and one eukaryote whose genomes have been completely sequenced. The frequency distribution of protein sequence length for all the 18 organisms are remarkably similar, independent of...
Persistent link: https://www.econbiz.de/10010871667
We introduce a stochastic model which describes the information diffusion on the network of a popular web service, Twitter. Restricting our attention to the daily diffusion from a popular account, we model the information diffusion as a random multiplicative process. We justify our model by...
Persistent link: https://www.econbiz.de/10010873820
We explain a possible mechanism of an information spreading on a network which spreads extremely far from a seed node, namely the viral spreading. On the basis of a model of the information spreading in an online social network, in which the dynamics is expressed as a random multiplicative...
Persistent link: https://www.econbiz.de/10010874517
A random multiplicative process (RMP) is one of the basic models which can generate a power law distribution. Actually, the distribution generated by RMP has two parts, which are closely matched to the head of a log-normal distribution and the tail of a power law distribution. We investigated...
Persistent link: https://www.econbiz.de/10010590467
One class of universal mechanisms that generate power-law probability distributions is that of random multiplicative processes. In this paper, we consider a multiplicative Langevin equation driven by non-Gaussian colored multipliers. We analytically derive a formula that relates the power-law...
Persistent link: https://www.econbiz.de/10010590743
The purpose of this paper is to analyze the relationship between the productive efficiency of Spanish banks, whose shares are traded in the Spanish stock market, and their market returns. Based on recent theoretical contributions that relate the efficiency with bank management quality, we first...
Persistent link: https://www.econbiz.de/10005515872
Several studies have been employed to discuss the link between weather and market returns. However, our research is different in three ways. We employed in tropical country, added extreme condition, and covering the entire Indonesia weather proportionally. This paper revisits the weather-induced...
Persistent link: https://www.econbiz.de/10011266444
This paper is about the behavioral aspects of capital markets. The research work emphasis on the weak form efficiency of Karachi stock exchange (KSE) which is an emerging stock market of Pakistan. It is researched that investors in KSE gaining abnormal profits or not by using historical prices....
Persistent link: https://www.econbiz.de/10011120247
This teaching note shows the relationship between levered and unlevered betas and the general formulation for the cost of equity. It also shows, step by step, the procedure to estimate betas from data found in the stock market.It shows well known procedures for estimating betas: correlation...
Persistent link: https://www.econbiz.de/10010762963
This teaching note shows the relationship between levered and unlevered betas and the general formulation for the cost of equity. It also shows, step by step, the procedure to estimate betas from data found in the stock market.It shows well known procedures for estimating betas: correlation...
Persistent link: https://www.econbiz.de/10010763048