Showing 1 - 10 of 535
As a typical representation of complex systems studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions’ spreading. In this model, agents congregate to form some clusters, which may grow or collapse with the evolution of the...
Persistent link: https://www.econbiz.de/10010873401
In this paper the diffusion entropy technique is applied to investigate the scaling behavior of financial markets. The scaling behaviors of four representative stock markets, Dow Jones Industrial Average, Standard&Poor 500, Heng Seng Index, and Shang Hai Stock Synthetic Index, are almost the...
Persistent link: https://www.econbiz.de/10010590111
An artificial stock market is established based on multi-agent . Each agent has a limit memory of the history of stock price, and will choose an action according to his memory and trading strategy. The trading strategy of each agent evolves ceaselessly as a result of self-teaching mechanism....
Persistent link: https://www.econbiz.de/10005083652
In this article, we established a stock market model based on agents' investing mentality. The agents decide whether to purchase the shares at the probability, according to their anticipation of the market's behaviors. The expectation of the amount of shares they want to buy is directly...
Persistent link: https://www.econbiz.de/10005083877
In this paper, the diffusion entropy technique is applied to investigate the scaling behavior of stride interval fluctuations of human gait. The scaling behaviors of the stride interval of human walking at norm, slow, and fast rate are similar; with the scale-invariance exponents in the interval...
Persistent link: https://www.econbiz.de/10011061961
Inspired by the local minority game, we propose a network Boolean game and investigate its dynamical properties on scale-free networks. The system can self-organize to a stable state with better performance than the random choice game, although only the local information is available to each...
Persistent link: https://www.econbiz.de/10010873032
The two phase behavior in financial markets actually means the bifurcation phenomenon, which represents the change of the conditional probability from an unimodal to a bimodal distribution. In this paper, the bifurcation phenomenon in Hang-Seng index is carefully investigated. It is observed...
Persistent link: https://www.econbiz.de/10005083673
In this paper, we introduce a modified collaborative filtering (MCF) algorithm, which has remarkably higher accuracy than the standard collaborative filtering. In the MCF, instead of the cosine similarity index, the user–user correlations are obtained by a diffusion process. Furthermore, by...
Persistent link: https://www.econbiz.de/10011424630
In this Brief Report, we propose an index of user similarity, namely, the transferring similarity, which involves all high-order similarities between users. Accordingly, we design a modified collaborative filtering algorithm, which provides remarkably higher accurate predictions than the...
Persistent link: https://www.econbiz.de/10011424631
In this article, we proposed a susceptible-infected model with identical infectivity, in which, at every time step, each node can only contact a constant number of neighbors. We implemented this model on scale-free networks, and found that the infected population grows in an exponential form...
Persistent link: https://www.econbiz.de/10011424638