Search Results - subject:"clustering"

A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions

Iori, Giulia - EconWPA - 2000

to price movements, creates a feedback mechanism on future trading and generates volatility clustering. The model also …

Persistent link: https://www.econbiz.de/10005413173

Time-varying risk in the German stock market

Scheicher, Martin - In: The European Journal of Finance 6 (2000) 1, pp. 70-91

This paper compares two specifications of the Capital Asset Pricing Model for a sample of German stocks. The specifications generate time-varying first and second moments by conditioning on past information. This explicit modelling of the time series behaviour of risk allows us to characterize...

Persistent link: https://www.econbiz.de/10005471966

Kinetic clustering and jamming transitions in a car-following model for bus route

Nagatani, Takashi - In: Physica A: Statistical Mechanics and its Applications 287 (2000) 1, pp. 302-312

The car-following model of traffic is extended to mimic bus behavior in the bus route. We study the phase transitions and bunching in the bus route model by both simulation and linear stability analysis. It is found that the jamming transitions among an inhomogeneous bunching phase, the...

Persistent link: https://www.econbiz.de/10010871569

Facet Defining Inequalities for the Simple Graph Partitioning Polytope.

Sørensen, Michael M. - Institut for Marketing og Organisation, Aarhus Universitet - 2000

Persistent link: https://www.econbiz.de/10005802239

b-Tree Facets for the Simple Graph Partitioning Polytope.

Sørensen, Michael M. - Institut for Marketing og Organisation, Aarhus Universitet - 2000

No abstract

Persistent link: https://www.econbiz.de/10005802248

Telecommunication Node Clustering with Node Compatibility and Network Survivability Requirements

Park, Kyungchul; Lee, Kyungsik; Park, Sungsoo; Lee, Heesang - In: Management Science 46 (2000) 3, pp. 363-374

We consider the node clustering problem that arises in designing a survivable two-level telecommunication network. The … locations in each cluster. Intercluster traffic minimization is chosen as the clustering criterion to improve the service … quality. Various constraints on the clustering are considered which reflect both the physical structures of local networks …

Persistent link: https://www.econbiz.de/10009209285

Physics of fashion fluctuations

Donangelo, R.; Hansen, A.; Sneppen, K.; Souza, S.R. - In: Physica A: Statistical Mechanics and its Applications 287 (2000) 3, pp. 539-545

We consider a market where many agents trade different types of products with each other. We model development of collective modes in this market, and quantify these by fluctuations that scale with time with a Hurst exponent of about 0.7. We demonstrate that individual products in the model...

Persistent link: https://www.econbiz.de/10010591191

A Probabilistic Clustering Model for Variables of Mixed Type

Bacher, Johann - In: Quality & Quantity: International Journal of Methodology 34 (2000) 3, pp. 223-235

Persistent link: https://www.econbiz.de/10009396759

Cluster und Clusterpolitik : begriffliche Grundlagen und empirische Fallbeispiele aus Ostdeutschland

Bruch-Krumbein, Waltraud; Hochmuth, Elke - 2000

Persistent link: https://www.econbiz.de/10001502721

Dimensionen und Typen der Unternehmenskrise : Analysemöglichkeiten auf d. Grundlage von Jahresabschlußinformationen

Grenz, Thorsten - 1987

Persistent link: https://www.econbiz.de/10000703262