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Hidden regularities of complex networks may be different from the properties they show to us externally. In this paper, organization of rich nodes in real world and model networks are investigated. It is found that in scale-free networks, when the rich level is relatively low, the degree...
Persistent link: https://www.econbiz.de/10011057218
How to control the cascading failure has become a hot topic in recent years. In this paper, we propose a new matching model of capacity by developing a profit function to defense cascading failures on artificially created scale-free networks and the real network structure of the North American...
Persistent link: https://www.econbiz.de/10010590061
We investigate the “compass rose” patterns introduced by Crack and Ledoit (J. Finance 51(2)(1996) 751) as revealed in phase portraits (delay plots) of stock returns. The structures observed in these diagrams have been attributed mainly to price clustering and discreteness and the tick size....
Persistent link: https://www.econbiz.de/10011063370
In this paper we investigate for the presence of non-stochastic, possibly nonlinear deterministic dynamical cycles in financial time series. Evidence of nonlinear dynamics is revealed in denoised daily stock market index returns for six countries by combining Recurrence Quantification Analysis...
Persistent link: https://www.econbiz.de/10010590445