Search Results - subject:"Power–law distribution"

The empirical reality of it project cost overruns : discovering a power-law distribution

Flyvbjerg, Bent; Budzier, Alexander; Lee, Jong Seok; … - In: Journal of management information systems : JMIS 39 (2022) 3, pp. 607-639

Persistent link: https://www.econbiz.de/10013367775

Detecting the lead-lag effect in stock markets : definition, patterns, and investment strategies

Li, Yongli; Wang, Tianchen; Sun, Baiqing; Liu, Chao - In: Financial innovation : FIN 8 (2022), pp. 1-36

Human activities widely exhibit a power-law distribution. Considering stock trading as a typical human activity in the … financial domain, the first aim of this paper is to validate whether the well-known power-law distribution can be observed in … the power-law distribution in both the U.S. and Chinese stock markets based on 10 years of trading data. Based on this …

Persistent link: https://www.econbiz.de/10013272642

Role of quality differentiation on firm size distributions

Connell, William; Vandenbussche, Hylke - 2020

Persistent link: https://www.econbiz.de/10012429937

Diversity of firm sizes, complexity, and industry structure in the Chinese economy

Heinrich, Torsten; Dai, Shuanping - 2015

Among the phenomena in economics that are not yet well-understood is the fat-tailed (power-law) distribution of firm …-2008. We estimate the power-law distribution and confirm its plausibility using the KS test and the log-likelihood ratio vs …

Persistent link: https://www.econbiz.de/10011406012

К ВОПРОСУ ИСПОЛЬЗОВАНИЯ ИМИТАЦИОННЫХ МОДЕЛЕЙ ФИНАНСОВОГО РЫНКА ДЛЯ ПРОГНОЗИРОВАНИЯ ПОСЛЕДСТВИЙ РЕГУЛИРОВАНИЯ МИНИМАЛЬНОГО ИЗМЕНЕНИЯ ЦЕНЫ

АРБУЗОВ В.О. - In: Вестник Пермского … (2014) 3, pp. 13-23

Технологические и регулятивные изменения за последние два десятилетия серьезно трансформировали природу финансовых рынков. Возросшая автоматизация биржевых...

Persistent link: https://www.econbiz.de/10011240001

Robust estimation of the Pareto index: A Monte Carlo Analysis

Brzeziński, Michał - Wydział Nauk Ekonomicznych, Uniwersytet Warszawski - 2013

The Pareto distribution is often used in many areas of economics to model the right tail of heavy-tailed distributions. However, the standard method of estimating the shape parameter (the Pareto index) of this distribution– the maximum likelihood estimator (MLE) – is non-robust, in the sense...

Persistent link: https://www.econbiz.de/10010726406

Modeling passenger train delay distributions: evidence and implications

Bergström, Anna; Krüger, Niclas A. - CTS - Centre for Transport Studies Stockholm (KTH and VTI) - 2013

This paper addresses the lack of reliability within the Swedish rail network by identifying passenger train delay distributions. Arrival delays are analyzed in detail using data provided by the Swedish Transport Administration, covering all train departures and arrivals during 2008 and 2009. The...

Persistent link: https://www.econbiz.de/10010762018

Evolutionary Model of the Personal Income Distribution

Kaldasch, Joachim - Volkswirtschaftliche Fakultät, … - 2012

The aim of this work is to establish the personal income distribution from the elementary constituents of a free market; products of a representative good and agents forming the economic network. The economy is treated as a self-organized system. Based on the idea that the dynamics of an economy...

Persistent link: https://www.econbiz.de/10011260210

Technological Innovation, Financial Fragility and Complex Dynamics

Gatti, Domenico Delli; Gallegati, Mauro; Russo, Alberto - Dipartimento di Economia e Management, Università … - 2004

) model that replicates well known industrial dynamics stylized facts, as the power law distribution of firms' size and the … firms distribution. In order to account for the shifting behavior of the firms size power law distribution along business …

Persistent link: https://www.econbiz.de/10005604248

Distribution of Labour Productivity in Japan over the Period 1996-2006

Fujiwara, Yoshi; Iyetomi, Hiroshi; Ikeda, Yuichi; … - In: Economics: The Open-Access, Open-Assessment E-Journal 3 (2009) 2009-14, pp. 1-14

that the distribution of labour productivity in both the high and low productivity ranges follows a power law distribution …

Persistent link: https://www.econbiz.de/10010298633