標(biāo)題: Titlebook: Econophysics of Markets and Business Networks; Arnab Chatterjee,Bikas K. Chakrabarti Book 2007 Springer-Verlag Milan 2007 Banking.Econophy [打印本頁(yè)] 作者: deflate 時(shí)間: 2025-3-21 18:00
書目名稱Econophysics of Markets and Business Networks影響因子(影響力)
書目名稱Econophysics of Markets and Business Networks影響因子(影響力)學(xué)科排名
書目名稱Econophysics of Markets and Business Networks網(wǎng)絡(luò)公開(kāi)度
書目名稱Econophysics of Markets and Business Networks網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書目名稱Econophysics of Markets and Business Networks被引頻次
書目名稱Econophysics of Markets and Business Networks被引頻次學(xué)科排名
書目名稱Econophysics of Markets and Business Networks年度引用
書目名稱Econophysics of Markets and Business Networks年度引用學(xué)科排名
書目名稱Econophysics of Markets and Business Networks讀者反饋
書目名稱Econophysics of Markets and Business Networks讀者反饋學(xué)科排名
作者: Dungeon 時(shí)間: 2025-3-21 23:04 作者: Amorous 時(shí)間: 2025-3-22 03:37 作者: BIBLE 時(shí)間: 2025-3-22 07:52 作者: 正論 時(shí)間: 2025-3-22 10:09
Correlations, Delays and Financial Time Series correlated for up to 3 days. We use the delay correlations to identify these groups of stocks. In contrast to the results of same-time correlation matrix analysis, the groups in this case do not appear to come from any industry segments. We present our results using the closing prices of 326 signif作者: Postulate 時(shí)間: 2025-3-22 16:20 作者: Postulate 時(shí)間: 2025-3-22 20:45 作者: TRUST 時(shí)間: 2025-3-22 22:52
Dynamical Structure of Behavioral Similarities of the Market Participants in the Foreign Exchange Mas the result rapid development and spread of electrical trading systems occurred all over the world. Moreover advance of processing speed of computers and capacity of storages leads to accumulation of activity records of market participants, high frequency financial data. By utilizing the high frequ作者: aqueduct 時(shí)間: 2025-3-23 04:17 作者: 含水層 時(shí)間: 2025-3-23 06:47 作者: CRACY 時(shí)間: 2025-3-23 12:49
Networks of Firms and the Ridge in the Production Spacen firms, i.e., shareholding, interlocking directors, transactions, and joint applications for patents. Thus, the network is regarded as a multigraph, and it is also regarded as a weighted network. By calculating various network indices, we clarify the characteristics of the network. We also consider作者: Thrombolysis 時(shí)間: 2025-3-23 15:51
Debt-credit Economic Networks of Banks and Firms: the Italian Case economic network shows peculiar behaviors. Big banks are creditors of many firms; among these, big firms are financed by several banks. On the contrary, small firms are preferentially financed by small banks, covering very often the entire credit they need.作者: AND 時(shí)間: 2025-3-23 21:07 作者: jungle 時(shí)間: 2025-3-24 02:15 作者: 猜忌 時(shí)間: 2025-3-24 06:11 作者: irreparable 時(shí)間: 2025-3-24 08:57
Uncovering the Internal Structure of the Indian Financial Market: Large Cross-correlation Behavior in the Indian market, these deviating eigenvalues are comparatively very few and lie much closer to the bulk. We propose that this is because of the relative lack of distinct sector identity in the market, with the movement of stocks dominantly influenced by the overall market trend. This is shown by作者: 不舒服 時(shí)間: 2025-3-24 11:14
Option Pricing with Log-stable Lévy Processes closed-form solutions to that equation. These results were not known before. Finally we discuss how our solutions correspond to other approximate results known from literature,in particular to the well known Black & Scholes equation.作者: milligram 時(shí)間: 2025-3-24 16:24 作者: 不持續(xù)就爆 時(shí)間: 2025-3-24 21:29
Networks of Firms and the Ridge in the Production Spacethe distribution of firms and this solution, we find that almost all of the 1,100 firms listed on the first section of the Tokyo stock exchange and belonging to the manufacturing sector are managed efficiently.作者: Silent-Ischemia 時(shí)間: 2025-3-24 23:27
Why C++? (And Why with Visual Basic),n the Indian market, these deviating eigenvalues are comparatively very few and lie much closer to the bulk. We propose that this is because of the relative lack of distinct sector identity in the market, with the movement of stocks dominantly influenced by the overall market trend. This is shown by作者: Daily-Value 時(shí)間: 2025-3-25 04:00
,Steuerelemente für die Benutzeroberfl?che, closed-form solutions to that equation. These results were not known before. Finally we discuss how our solutions correspond to other approximate results known from literature,in particular to the well known Black & Scholes equation.作者: SAGE 時(shí)間: 2025-3-25 10:47
Exceptions, Attributes, and Reflection,. However, anyone attempting to model a financial market using such multi-agent trader games, with the objective of then using the model to make predictions of real financial time-series, faces two problems: (a) How to choose an appropriate multi-agent model? (b) How to infer the level of heterogene作者: 姑姑在炫耀 時(shí)間: 2025-3-25 13:39 作者: 共同時(shí)代 時(shí)間: 2025-3-25 17:09 作者: SPASM 時(shí)間: 2025-3-25 22:07 作者: podiatrist 時(shí)間: 2025-3-26 02:35
The International Trade Network studied in detail the variations of different network related quantities associated with the ITN. Our observation is that the ITN has also a scale invariant structure like many other real-world networks.作者: 魅力 時(shí)間: 2025-3-26 07:19
Econophysicists Collaboration Networks: Empirical Studies and Evolutionary Modelsicists network, an evolutionary model for weighted networks is proposed. The model shows the scale-free phenomena in degree and vertex weight distribution. The results of short term evolution are consistent well qualitatively with the empirical results.作者: pester 時(shí)間: 2025-3-26 12:10
Knowledge Sharing and R&D Investmentsituation where it is not. Hence, before the first stage, if the firms are given the option of precommitting to no knowledge sharing, they will do so and be better off. The society, of course, would be better off with full knowledge sharing.作者: Rinne-Test 時(shí)間: 2025-3-26 13:14 作者: 無(wú)法取消 時(shí)間: 2025-3-26 17:13
Objektorientierte Programmierung,in family on the rescaled residuals and compare the results obtained for different markets. All empirical densities, irrespectively of the time of the day and of the market considered, are well described by a heavy-tailed member of the Subbotin family, the Laplace distribution.作者: 天空 時(shí)間: 2025-3-26 22:07
Ulrich Kulisch,Rudi Klatte,Michael Rauche assumption that income inequality may be a consequence of resource flow in a hierarchically structured social network, we present a model to show that empirically observed long-tailed income distribution can be explained through a process of division of assets at various levels in a hierarchical organization.作者: Androgen 時(shí)間: 2025-3-27 02:47 作者: Commonplace 時(shí)間: 2025-3-27 07:43
Is Inequality Inevitable in Society? Income Distribution as a Consequence of Resource Flow in Hierare assumption that income inequality may be a consequence of resource flow in a hierarchically structured social network, we present a model to show that empirically observed long-tailed income distribution can be explained through a process of division of assets at various levels in a hierarchical organization.作者: AWL 時(shí)間: 2025-3-27 12:38 作者: Anguish 時(shí)間: 2025-3-27 17:17
C++17 Standard Library Quick Referenceral methods: as networks of shareholders [.], networks of correlations between stock prices [.] or networks of board directors [.]. In several cases scaling laws for network characteristics have been observed.作者: osteocytes 時(shí)間: 2025-3-27 19:00
Financial Time-series Analysis: a Brief Overviewg not only to economists, but also to statisticians and physicists [.]. While it would be a formidable task to make an exhaustive review on the topic, with this review we try to give a flavor of some of its aspects.作者: Commemorate 時(shí)間: 2025-3-27 22:17 作者: Irrepressible 時(shí)間: 2025-3-28 02:42 作者: 偽證 時(shí)間: 2025-3-28 08:30
Einfache selbstdefinierte Datentypen,trix analysis, the groups in this case do not appear to come from any industry segments. We present our results using the closing prices of 326 significant stocks of Bombay stock exchange for the period 1995 to 2005.作者: ORBIT 時(shí)間: 2025-3-28 11:34 作者: locus-ceruleus 時(shí)間: 2025-3-28 17:34 作者: 頭腦冷靜 時(shí)間: 2025-3-28 19:37
Dynamical Structure of Behavioral Similarities of the Market Participants in the Foreign Exchange Ma and capacity of storages leads to accumulation of activity records of market participants, high frequency financial data. By utilizing the high frequency financial data one can observe behavior of the market participants with high resolutions and analyze a large amount of data enough to quantify them in the statistically significant.作者: 我不怕?tīng)奚?nbsp; 時(shí)間: 2025-3-29 00:02
Book 2007e current econophysics researches in the structure and functioning of these complex financial network systems. Leading researchers in the respective fields will report on their recent researches and review on the contemporary developments. The book will also include the comments and debates on the latest issues arising out of these.作者: Ordnance 時(shí)間: 2025-3-29 03:53
https://doi.org/10.1007/978-3-322-91987-8aptures the dynamical variations quite well through Padē type of map equations. The low-pass coefficients representing the smooth part of the data has also been modelled. We further study the nature of the temporal variations in the returns.作者: Indent 時(shí)間: 2025-3-29 07:34
https://doi.org/10.1007/978-1-4842-5995-5 studied in detail the variations of different network related quantities associated with the ITN. Our observation is that the ITN has also a scale invariant structure like many other real-world networks.作者: Connotation 時(shí)間: 2025-3-29 14:36
Daniela Sustac Roman,André B. Charettesicists network, an evolutionary model for weighted networks is proposed. The model shows the scale-free phenomena in degree and vertex weight distribution. The results of short term evolution are consistent well qualitatively with the empirical results.作者: electrolyte 時(shí)間: 2025-3-29 18:07 作者: insert 時(shí)間: 2025-3-29 23:42 作者: CODE 時(shí)間: 2025-3-30 00:59
Objektorientierte Programmierung, European day-ahead electricity markets (NordPool, APX, Powernext). We implement a generic non-parametric method, known as Cholesky factor algorithm, in order to remove the strong seasonality and the linear autocorrelation structure observed in power prices. The filtered NordPool and Powernext data 作者: inveigh 時(shí)間: 2025-3-30 05:20 作者: 頌揚(yáng)國(guó)家 時(shí)間: 2025-3-30 12:16 作者: Eosinophils 時(shí)間: 2025-3-30 14:36
Einfache selbstdefinierte Datentypen, correlated for up to 3 days. We use the delay correlations to identify these groups of stocks. In contrast to the results of same-time correlation matrix analysis, the groups in this case do not appear to come from any industry segments. We present our results using the closing prices of 326 signif作者: cardiopulmonary 時(shí)間: 2025-3-30 19:15
