標(biāo)題: Titlebook: Econophysics of Systemic Risk and Network Dynamics; Frédéric Abergel,Bikas K. Chakrabarti,Asim Ghosh Book 2013 Springer-Verlag Italia 2013 [打印本頁(yè)] 作者: lexicographer 時(shí)間: 2025-3-21 16:51
書(shū)目名稱Econophysics of Systemic Risk and Network Dynamics影響因子(影響力)
書(shū)目名稱Econophysics of Systemic Risk and Network Dynamics影響因子(影響力)學(xué)科排名
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書(shū)目名稱Econophysics of Systemic Risk and Network Dynamics讀者反饋
書(shū)目名稱Econophysics of Systemic Risk and Network Dynamics讀者反饋學(xué)科排名
作者: 過(guò)分自信 時(shí)間: 2025-3-21 22:18
Omori Law After Exogenous Shocks on Supplier-Customer Networkinvestigating the number of chained failures. Firstly, a mass destruction and intervention of business activities in the damaged areas can be considered as a main shock. The exogenous shock was propagated on the supplier-customer network deteriorating financial states of other firms, even if they ar作者: 佛刊 時(shí)間: 2025-3-22 03:04 作者: 反復(fù)拉緊 時(shí)間: 2025-3-22 07:24 作者: ORBIT 時(shí)間: 2025-3-22 09:53
Study of Statistical Correlations in Intraday and Daily Financial Return Time Seriesand market evolution. Using the intraday data of the CAC40, we begin by reasserting the findings of Allez and Bouchaud .: the average correlation between stocks increases throughout the day. We then use multidimensional scaling (MDS) in generating maps and visualizing the dynamic evolution of the st作者: 談判 時(shí)間: 2025-3-22 14:05
A Robust Measure of Investor Contrarian Behaviouranies, and asset managers. Computing the probability that price returns and daily investment fluxes have the same sign provides a robust characterisation of contrarian behaviour. The three categories are found to be contrarian, but with widely different intensities. Individual investors are by far t作者: 談判 時(shí)間: 2025-3-22 20:09 作者: maverick 時(shí)間: 2025-3-23 00:02 作者: 容易懂得 時(shí)間: 2025-3-23 04:39 作者: 桶去微染 時(shí)間: 2025-3-23 07:07 作者: tenuous 時(shí)間: 2025-3-23 10:13
Kolkata Paise Restaurant Problem: An Introduction two choices (minority game problem). It is seen that a stochastic crowd avoiding strategy gives very efficient utilization in KPR problem. A slightly modified strategy in the minority game problem gives full utilization but the dynamics stops after reaching full efficiency, thereby making the utili作者: organism 時(shí)間: 2025-3-23 14:50
Kolkata Paise Restaurant Problem and the Cyclically Fair Normhe set of . restaurants. This generalization allows for the possibility that each pure strategy Nash equilibrium differs from the Pareto efficient allocation. By assuming that . is small and by allowing for mutual interaction across all customers we design strategies to sustain cyclically fair norm 作者: 脫水 時(shí)間: 2025-3-23 20:51 作者: 安定 時(shí)間: 2025-3-24 02:06
Cluster Analysis and Gaussian Mixture Estimation of Correlated Time-Series by Means of Multi-dimensig (MDS) for the cross-correlation matrices, we draw two-dimensional scattered plots in which each point corresponds to each stock. To make a clustering for these data plots, we utilize the mixture of Gaussians to fit the data set to several Gaussian densities. By minimizing the so-called Akaike Info作者: nonchalance 時(shí)間: 2025-3-24 03:34 作者: COW 時(shí)間: 2025-3-24 07:22 作者: HAWK 時(shí)間: 2025-3-24 11:08
Investigation of Automatic Assembly Methodsist large-scale collapse when subjected to individual bank defaults (however, failure of any bank in the core may result in localized collapse of the innermost core with substantial loss of capital) but is vulnerable to system-wide breakdown as a result of an accompanying liquidity crisis.作者: triptans 時(shí)間: 2025-3-24 16:14 作者: Merited 時(shí)間: 2025-3-24 20:32
Markus Kr?mer,Rita G?rze,Reiko Hinke range 0 to 0.9, at .=0.2 the network is fully connected. At .=0.6, the Americas, Europe and Asia/Pacific form different clusters before the crisis but during the crisis Americas and Europe are strongly linked. If we further increase the threshold to 0.9 we find that European countries France, Germa作者: Basilar-Artery 時(shí)間: 2025-3-25 02:52
How Unstable Are Complex Financial Systems? Analyzing an Inter-bank Network of Credit Relationsist large-scale collapse when subjected to individual bank defaults (however, failure of any bank in the core may result in localized collapse of the innermost core with substantial loss of capital) but is vulnerable to system-wide breakdown as a result of an accompanying liquidity crisis.作者: employor 時(shí)間: 2025-3-25 05:35 作者: 祖?zhèn)?nbsp; 時(shí)間: 2025-3-25 10:51 作者: 無(wú)脊椎 時(shí)間: 2025-3-25 14:41
Econophysics of Systemic Risk and Network Dynamics作者: Microaneurysm 時(shí)間: 2025-3-25 19:28 作者: 薄膜 時(shí)間: 2025-3-25 21:39
2039-411X their latest results.It will report recent researches and re.The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of “Econophysics,” who have undertaken the task of作者: 有害處 時(shí)間: 2025-3-26 01:22
R. N. Chavali,S. Keswani,S. C. Boseion of contrarian behaviour. The three categories are found to be contrarian, but with widely different intensities. Individual investors are by far the most contrarian of the three, followed by companies. Asset managers are only mildly contrarian with respect positive price returns.作者: 潛移默化 時(shí)間: 2025-3-26 07:49
Identifying the Needs of a Company,law coefficient over time, when a country experience population growth. A relevant dynamic law, Gibrat’s law, is empirically tested in this connection. We argue that these empirical findings for India are in contrast with the findings in case of China, another country with population growth but monolithic political system.作者: condone 時(shí)間: 2025-3-26 12:00
Aftershock Prediction for High-Frequency Financial Markets’ Dynamics point out the limited predictive power in this phenomenological approach and present a stochastic model, based on the scaling symmetry of financial assets, which is potentially capable to predict aftershocks occurrence, given the main shock magnitude. Comparisons with S&P high-frequency data confirm this predictive potential.作者: Custodian 時(shí)間: 2025-3-26 15:21 作者: Obsessed 時(shí)間: 2025-3-26 18:37
Reaction to Extreme Events in a Minimal Agent Based Modelction is deeply linked to the population dynamics. In particular, the presence of a destabilizing strategy in the market is a necessary condition to have an overshoot with respect to the exogenously induced price fluctuation. Finally, we analyze how the memory of the agents can quantitatively affect this behavior.作者: Recessive 時(shí)間: 2025-3-27 00:18 作者: 召集 時(shí)間: 2025-3-27 03:25
Kolkata Paise Restaurant Problem: An Introductionzation helpful for only about half of the population (those in minority). We further discuss the ways in which the dynamics may be continued and the utilization becomes effective for all the agents keeping fluctuation arbitrarily small.作者: LIMN 時(shí)間: 2025-3-27 06:26
,Hochgenaue L?sung von Gleichungssystemen,t strategies are sequentially sustained in a way such that each customer gets serviced in all the . restaurants exactly once between periods 1 and . and then again the same process is repeated between periods (.+1) and 2. and so on.作者: ABIDE 時(shí)間: 2025-3-27 11:19
CAE-Methoden in der Fahrzeugtechnikum information theory, as well as to important game theoretical concepts, and is aimed to work as a review suiting economists and game theorists with limited knowledge of quantum physics as well as to physicists with limited knowledge of game theory.作者: GIBE 時(shí)間: 2025-3-27 16:06
,Gesch?ftsprozesse im Facility Management, assumed that all the two-dimensional data points of stocks shrink into a single small region when some economic crisis takes place. The justification of this assumption is numerically checked for the empirical Japanese stock data, for instance, those around 11?March?2011.作者: 腐爛 時(shí)間: 2025-3-27 21:12
Kolkata Paise Restaurant Problem and the Cyclically Fair Normt strategies are sequentially sustained in a way such that each customer gets serviced in all the . restaurants exactly once between periods 1 and . and then again the same process is repeated between periods (.+1) and 2. and so on.作者: Water-Brash 時(shí)間: 2025-3-28 00:22
An Introduction to Multi-player, Multi-choice Quantum Games: Quantum Minority Games & Kolkata Restauum information theory, as well as to important game theoretical concepts, and is aimed to work as a review suiting economists and game theorists with limited knowledge of quantum physics as well as to physicists with limited knowledge of game theory.作者: 態(tài)度暖昧 時(shí)間: 2025-3-28 02:11 作者: 止痛藥 時(shí)間: 2025-3-28 08:47 作者: 雄辯 時(shí)間: 2025-3-28 11:10
https://doi.org/10.1007/978-3-642-93473-5 for the propagation of a price shock. We first examine the topology of the MSTs. Then, given the time dependency of our correlation-based graphs, we study their evolution over time and their stability.作者: cringe 時(shí)間: 2025-3-28 17:04 作者: Minatory 時(shí)間: 2025-3-28 20:22
Systemic Risk and Complex Systems: A Graph-Theory Analysis for the propagation of a price shock. We first examine the topology of the MSTs. Then, given the time dependency of our correlation-based graphs, we study their evolution over time and their stability.作者: 羽毛長(zhǎng)成 時(shí)間: 2025-3-28 23:17
Omori Law After Exogenous Shocks on Supplier-Customer Networkplies that the relaxation is much more sluggish than one would naively expect, and that it might be possible to estimate the extent and duration of aftershocks by using the empirical law. Several issues are discussed including the origin of the long-time relaxation.作者: 強(qiáng)壯 時(shí)間: 2025-3-29 07:02 作者: 墊子 時(shí)間: 2025-3-29 07:15 作者: 雀斑 時(shí)間: 2025-3-29 13:02 作者: 初次登臺(tái) 時(shí)間: 2025-3-29 17:58
Daniel M. Nichols,Sumitra Reddyock market during the day. We do not find any marked difference in the structure of the market during a day. Another aim is to use daily data for MDS studies, and visualize or detect specific sectors in a market and periods of crisis. We suggest that this type of visualization may be used in identifying potential pairs of stocks for “pairs trade”.作者: Limited 時(shí)間: 2025-3-29 21:59
CAD: Computational Concepts and Methodsction is deeply linked to the population dynamics. In particular, the presence of a destabilizing strategy in the market is a necessary condition to have an overshoot with respect to the exogenously induced price fluctuation. Finally, we analyze how the memory of the agents can quantitatively affect this behavior.作者: Ruptured-Disk 時(shí)間: 2025-3-30 02:35 作者: 過(guò)于光澤 時(shí)間: 2025-3-30 06:34 作者: Mobile 時(shí)間: 2025-3-30 12:01 作者: 先驅(qū) 時(shí)間: 2025-3-30 14:00 作者: annexation 時(shí)間: 2025-3-30 16:33 作者: 滔滔不絕地說(shuō) 時(shí)間: 2025-3-30 21:10
New Economic Windowshttp://image.papertrans.cn/e/image/302108.jpg作者: 籠子 時(shí)間: 2025-3-31 02:12
https://doi.org/10.1007/978-3-642-93473-5rder to investigate integration and systemic risk in derivative markets. Several classes of underlying assets (i.e. energy products, metals, financial assets, agricultural products) are considered, on a twelve-year period. In such a high dimensional analysis, the graph theory enables us to understan作者: 玉米棒子 時(shí)間: 2025-3-31 06:20 作者: 完整 時(shí)間: 2025-3-31 11:05
Mahyar Izadi,Ebrahim Karbassioon,Mori Toosional stress on markets, with conceivable dramatic consequences. Such a phenomenon has been shown to be common to most financial assets, both at high and low frequency. Its present-day description relies on an empirical characterization proposed by Omori at the end of 1800 for seismic earthquakes. We作者: 毛細(xì)血管 時(shí)間: 2025-3-31 16:39
