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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...
Persistent link: https://www.econbiz.de/10011059938
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...
Persistent link: https://www.econbiz.de/10010874501
Through the overview of main problems existing in chives production, its current situation and history, the thesis puts forward countermeasures for developing chives industrialization in Xiaogang Town, Xiaogan City.
Persistent link: https://www.econbiz.de/10010881699
Examination is made of the relative contributions to price discovery of the floor and electronically traded euro FX and Japanese yen futures markets and the corresponding retail on‐line foreign exchange spot markets. GLOBEX electronic futures contracts provide the most price discovery in the...
Persistent link: https://www.econbiz.de/10011197715
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...
Persistent link: https://www.econbiz.de/10010753041
Persistent link: https://www.econbiz.de/10005235089
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...
Persistent link: https://www.econbiz.de/10008755241
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...
Persistent link: https://www.econbiz.de/10010690237
The trade-off between conformity and differentiation that market entrants face has recently been enriched by a new sociological insight: differentiation is rewarded only within the confines of taken-for-granted market categories. Entrepreneurs, however, routinely engage in combining existing...
Persistent link: https://www.econbiz.de/10011263217
Persistent link: https://www.econbiz.de/10011205292