This paper applies a price-volume probability wave differential equation to examine an interacting traders’ preference hypothesis using tick-by-tick high frequency data in Chinese stock market, and provides a new behavioral interpretation on the market dynamic equilibrium. We select intraday...

This is the revised presentation slides for the paper entitled “what is the underlying coherent behavior in market dynamic equilibrium?” after we have got feedbacks from anonymous referees, discussants, session chairs, and participants at 2022 Economics of Financial Technology Conference...

We empirically study the activity pattern of individual blog-posting and observe the interevent time distributions decay as power-laws at both individual and population level. As different from previous studies, we find significant short-term memory in it. Moreover, the memory coefficient first...

The naming game model characterizes the main evolutionary features of languages or more generally of communication systems. Very recently, the combination of complex networks and the naming game has received much attention and the influences of various topological properties on the corresponding...

As a killing machine and a decisive factor of history, wars play an important role in social system. In this paper, we present an empirical exploration of the distribution of recurrent time of wars in ancient China and find that it obeys a stretched exponential form. The pattern we found implies...

In this paper we present an empirical study of a few practical systems described by cooperation networks, and propose a model to understand the results obtained. We study four non-social systems, which are the Bus Route Networks of Beijing and Yangzhou, the Travel Route Network of China,...

In this paper, firstly, we propose a complex dynamical network model, which is always uniformly asymptotically stable about its equilibrium. Then, we give theoretical analysis of its uniform asymptotical stability by using Lyapunov stability theory. Finally, we show a numerical example to verify...

We present a model of complex network generated from Hang Seng index (HSI) of Hong Kong stock market, which encodes stock market relevant both interconnections and interactions between fluctuation patterns of HSI in the network topologies. In the network, the nodes (edges) represent all kinds of...