Showing 1 - 10 of 245
This study introduces an approach to study the multiscale transmission characteristics of the correlation modes between bivariate time series. The correlation between the bivariate time series fluctuates over time. The transmission among the correlation modes exhibits a multiscale phenomenon,...
Persistent link: https://www.econbiz.de/10011209683
We develop a framework especially suited to the autocorrelation properties observed in financial times series, by … density functions and various two- and three-point autocorrelation functions. …
Persistent link: https://www.econbiz.de/10010873999
The aim of this paper is to identify bubbles in oil prices by using the “exponential fitting” methodology proposed by Watanabe et al. (2007)  [28,29]. We use the daily US dollar closing crude oil prices of West Texas Intermediate (WTI) covering the 1986:01:02–2013:07:09 and the Brent for...
Persistent link: https://www.econbiz.de/10011060114
By taking China’s beer industry as an example, this paper establishes a series of industrial competition–pressure networks and examines the correlation between competition structure and merger actions. We present a cascade dynamic-merger agent-based computational model driven by competition...
Persistent link: https://www.econbiz.de/10011264533
Knowing the dynamic road risk for pedestrian evacuation and having an efficient evacuation plan play a very important role in the serious disasters such as earthquake, tsunami and hurricane. In this paper, the dynamic road risk for pedestrian evacuation in a densely populated area of Beijing was...
Persistent link: https://www.econbiz.de/10011264547
Imbalance between fast-growing transport demand and limited network supply has resulted in severe congestion in many transport networks. Increasing network supply or reducing transport demand could mitigate congestion, but these remedies are usually associated with high implementation cost....
Persistent link: https://www.econbiz.de/10011264580
Most community detection methods use network topology and edge density to identify optimal communities. However, in these methods, several objects that are connected by high weights may be decomposed into different communities, even when they intuitively belong to a single community. In this...
Persistent link: https://www.econbiz.de/10011077872
We introduce a new dynamic immunization method based on the static immunization algorithm and study the relationship between dynamic and static immunization. By nodes to be immunized according to static immunization strategies, we build a connection between dynamic and static immunization. Using...
Persistent link: https://www.econbiz.de/10011117908
This paper studies the dynamics of a network-based SIS epidemic model with nonmonotone incidence rate. This type of nonlinear incidence can be used to describe the psychological effect of certain diseases spread in a contact network at high infective levels. We first find a threshold value for...
Persistent link: https://www.econbiz.de/10011209725
The invulnerability or robustness of complex networks against cascading failures under critical node failures is of great realistic meaning. Inspired by other related works, we propose a renewed cascading failure model which should be more suitable for real networks. In this model, the initial...
Persistent link: https://www.econbiz.de/10011194019