cringe 发表于 2025-3-28 17:04:18

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Minatory 发表于 2025-3-28 20:22:16

Systemic Risk and Complex Systems: A Graph-Theory Analysis for the propagation of a price shock. We first examine the topology of the MSTs. Then, given the time dependency of our correlation-based graphs, we study their evolution over time and their stability.

羽毛长成 发表于 2025-3-28 23:17:59

Omori Law After Exogenous Shocks on Supplier-Customer Networkplies that the relaxation is much more sluggish than one would naively expect, and that it might be possible to estimate the extent and duration of aftershocks by using the empirical law. Several issues are discussed including the origin of the long-time relaxation.

强壮 发表于 2025-3-29 07:02:39

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垫子 发表于 2025-3-29 07:15:25

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雀斑 发表于 2025-3-29 13:02:50

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初次登台 发表于 2025-3-29 17:58:23

Daniel M. Nichols,Sumitra Reddyock market during the day. We do not find any marked difference in the structure of the market during a day. Another aim is to use daily data for MDS studies, and visualize or detect specific sectors in a market and periods of crisis. We suggest that this type of visualization may be used in identifying potential pairs of stocks for “pairs trade”.

Limited 发表于 2025-3-29 21:59:04

CAD: Computational Concepts and Methodsction is deeply linked to the population dynamics. In particular, the presence of a destabilizing strategy in the market is a necessary condition to have an overshoot with respect to the exogenously induced price fluctuation. Finally, we analyze how the memory of the agents can quantitatively affect this behavior.

Ruptured-Disk 发表于 2025-3-30 02:35:22

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过于光泽 发表于 2025-3-30 06:34:03

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查看完整版本: Titlebook: Econophysics of Systemic Risk and Network Dynamics; Frédéric Abergel,Bikas K. Chakrabarti,Asim Ghosh Book 2013 Springer-Verlag Italia 2013