The authors propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial and economic markets. They study the detailed order ...Download Now
There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The MultiFractal Detrended Cross-Correlation Analysis (MF-DCCA) approaches can be used to quantify such cross-correlations, such as the MF-DCCA based on Detrended Fluctuation Analysis (MF-X-DFA) method. The authors develop in ...Download Now
This paper conducts an empirically study on the trade package composed of a sequence of consecutive purchases or sales of 23 stocks in Chinese stock market. The authors investigate the probability distributions of the execution time, the number of trades and the total trading volume of trade packages, and analyze ...Download Now
In this paper the authors present that the clustering method is very sensitive to the initial center values, requirements on the data set too high, and cannot handle noisy data. The proposal method is using information entropy to initialize the cluster centers and introduce weighting parameters to adjust the location ...Download Now
Submit Your Content
Get your content listed in our directory for free!
Our directory is the largest library of vendor-supplied technical content on the web. It's also the first place IT decision makers turn to when researching technology solutions. Our members are already finding your competitors' papers here - shouldn't they find yours too?