Community detection is of considerable interest for analyzing the structure and function of complex networks. Recently, a type of multi-resolution methods in community detection was introduced, which can adjust the resolution of modularity by modifying the modularity function with tunable...

Exploring temporal behaviors of the epidemic spreading is of particular importance, in which field an interesting phenomenon of hierarchical spreading cascade has already been demonstrated. By taking into account the effect of density of infected neighbors around an individual in the definition...

In this study, we use both quote and trade data for the FTSE-100 futures for 2001–2004 in order to examine asymmetric volatility in the context of extreme sells. We define extreme sells as ask quotes that involve large percentages of total depth, selling orders executed at prices much closer...

We conduct efficiency test using the conventional method in Chordia et al. (2005) and the wavelet analysis. For the FTSE-100 futures data from January 2001 through December 2004, both approaches identify that, conditional on order imbalance, it takes about ten minutes for the market to converge...

This article presents a dynamic Nelson--Siegel term structure model subject to regime shifts. To estimate the model, we introduce the reversible jump Markov chain Monte Carlo method, which allows jumps between the one-, two-, and three-regime models. The empirical results support the two-regime...