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In the present study we consider relations between companies in Poland taking into account common branches they belong to. It is clear that companies belonging to the same branch compete for similar customers, so the market induces correlations between them. On the other hand two branches can be...
Persistent link: https://www.econbiz.de/10011058746
Persistent link: https://www.econbiz.de/10003587773
The influence of node–node degree correlations on distances in complex networks has been studied. We have found that even the presence of strong correlations in complex networks does not break a universal scaling of distances between vertices of such networks as science collaboration networks,...
Persistent link: https://www.econbiz.de/10011058315
The question we address here is of whether phenomena of collective bankruptcies are related to self-organized criticality. In order to answer it we propose a simple model of banking networks based on the random directed percolation. We study effects of one bank failure on the nucleation of...
Persistent link: https://www.econbiz.de/10005083500
We propose a route for the evaluation of risk based on a transformation of the covariance matrix. The approach uses a `potential' or `objective' function. This allows us to rescale data from different assets (or sources) such that each data set then has similar statistical properties in terms of...
Persistent link: https://www.econbiz.de/10005083862
Time changes of noise level at Warsaw Stock Market are analyzed using a recently developed method basing on properties of the coarse grained entropy. The condition of the minimal noise level is used to build an efficient portfolio. Our noise level approach seems to be a much better tool for risk...
Persistent link: https://www.econbiz.de/10005098754
Using a recently developed method of noise level estimation that makes use of properties of the coarse grained-entropy we have analyzed the noise level for the Dow Jones index and a few stocks from the New York Stock Exchange. We have found that the noise level ranges from 40 to 80 percent of...
Persistent link: https://www.econbiz.de/10005099366
Wikipedia, as a social phenomenon of collaborative knowledge creation, has been studied extensively from various points of view. The category system of Wikipedia, introduced in 2004, has attracted relatively little attention. In this study, we focus on the documentation of knowledge, and the...
Persistent link: https://www.econbiz.de/10011010839
We investigate the ordering of voter model on fractal lattices: Sierpinski Carpets and Sierpinski Gasket. We obtain a power-law ordering in all cases, but the dynamics is found to differ significantly for finite and infinite ramification order of investigated fractals.
Persistent link: https://www.econbiz.de/10011061942
We analyze emotionally annotated massive data from Internet relay chat (IRC) as well as from BBC forum website and model the dialogues between chat participants by assuming that the driving force for the discussion is the entropy growth of emotional probability distribution. This process is...
Persistent link: https://www.econbiz.de/10011010855