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Inverse statistics in economics is considered. We argue that the natural candidate for such statistics is the investment horizons distribution. This distribution of waiting times needed to achieve a predefined level of return is obtained from (often detrended) historic asset prices. Such a...
Persistent link: https://www.econbiz.de/10011061683
A diffusion process on complex networks is introduced in order to uncover their large-scale topological structures. This is achieved by focusing on the slowest decaying diffusive modes of the network. The proposed procedure is applied to real-world networks like a friendship network of known...
Persistent link: https://www.econbiz.de/10011062150
Over the last decade, an enormous interest and activity in complex networks have been witnessed within the physics community. On the other hand, diffusion and its theory have equipped the toolbox of the physicist for decades. In this paper, we will demonstrate how to combine these two seemingly...
Persistent link: https://www.econbiz.de/10010874521