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Acyclic digraphs arise in many natural and artificial processes. Among the broader set, dynamic citation networks represent a substantively important form of acyclic digraphs. For example, the study of such networks includes the spread of ideas through academic citations, the spread of...
Persistent link: https://www.econbiz.de/10014204106
As its structure offers one causal mechanism for the emergence of and convergence upon a collective conception of what constitutes a sound legal rule, we believe the social structure of the American law professoriate is an important piece of a broader model of American common law development....
Persistent link: https://www.econbiz.de/10014210139
We present an adjusted method for calculating the eigenvalues of a time-dependent return correlation matrix that produces a more stationary distribution of eigenvalues. First, we compare the normalized maximum eigenvalue time series of the market-adjusted return correlation matrix to that of...
Persistent link: https://www.econbiz.de/10012940589
We present a new profitable trading and risk management strategy with transaction cost for an adaptive equally weighted portfolio. Moreover, we implement a rule-based expert system for the daily financial decision making process by using the power of spectral analysis. We use several key...
Persistent link: https://www.econbiz.de/10012940693