Showing 1 - 10 of 14
Recent research has shown great interest in statistical inference methods for community detection, not only in models and algorithms but also in the detectability. In this paper we propose a fast community detection algorithm based on the degree-corrected block model. By introducing a parameter...
Persistent link: https://www.econbiz.de/10011117845
Single-molecule force spectroscopy experiments, and a number of other physical systems, are governed by thermally activated transitions out of a metastable state under the action of a steadily increasing external force. The main observable in such experiments is the distribution of the forces,...
Persistent link: https://www.econbiz.de/10010588675
We analyze waiting times for price changes in a foreign currency exchange rate. Recent empirical studies of high-frequency financial data support that trades in financial markets do not follow a Poisson process and the waiting times between trades are not exponentially distributed. Here we show...
Persistent link: https://www.econbiz.de/10010873455
We study the size distribution of business cycles phases, that is expansions and contractions, for a sample of 16 industrialized countries over 120 years. We find that the best-fitting distribution for both expansions and contractions is Weibull, meaning that business cycles possess a...
Persistent link: https://www.econbiz.de/10010874310
The inverse Mellin transform technique is utilized to obtain closed form representations of the generalized Boltzmann factors associated with several Weibull-type models such as the generalized gamma, Maxwell, Rayleigh and half-normal distributions. The results complement those already available...
Persistent link: https://www.econbiz.de/10010874554
By analyzing the Japan Meteorological Agency (JMA) seismic catalog for different tectonic settings, we have found that the probability distributions of time intervals between successive earthquakes–interoccurrence times–can be described by the superposition of the Weibull distribution and...
Persistent link: https://www.econbiz.de/10011061211
In analyzing synthetic earthquake catalogs created by a two-dimensional Burridge–Knopoff model, we have found that a probability distribution of the interoccurrence times, the time intervals between successive events, can be described clearly by the superposition of the Weibull distribution...
Persistent link: https://www.econbiz.de/10010588648
The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. A scaling pattern is observed in the...
Persistent link: https://www.econbiz.de/10010589043
Self-similar models are largely used to describe the extinction rate of biological species. In this paper we analyse the extinction rate of firms in eight OECD countries. Firms are classified by industrial sectors and sizes. We find that while a power-law distribution with exponent close to 2...
Persistent link: https://www.econbiz.de/10010589143
We propose an approach to explain fluctuations in time intervals of financial markets data from the view-point of the Gini index. We show the explicit form of the Gini index for a Weibull distribution: A good candidate to describe the first passage time of foreign exchange rate. The analytical...
Persistent link: https://www.econbiz.de/10010589299