93 citations · 335 across the 16 of their papers we have counts for
16 papers
Statistical properties of agent-based models in markets with continuous double auction mechanism
Jie-Jun Tseng, Chih-Hao Lin, Chih-Ting Lin +2
Real world markets display power-law features in variables such as price fluctuations in stocks. To further understand market behavior, we have conducted a series of market experim…
Asset returns and volatility clustering in financial time series
Jie-Jun Tseng, Sai-Ping Li
An analysis of the stylized facts in financial time series is carried out. We find that, instead of the heavy tails in asset return distributions, the slow decay behaviour in autoc…
Experimental evidence for the interplay between individual wealth and transaction network
Jie-Jun Tseng, Sai-Ping Li, Sun-Chong Wang
We conduct a market experiment with human agents in order to explore the structure of transaction networks and to study the dynamics of wealth accumulation. The experiment is carri…
Heavy-tailed distributions in fatal traffic accidents: role of human activities
Jie-Jun Tseng, Ming-Jer Lee, Sai-Ping Li
Human activities can play a crucial role in the statistical properties of observables in many complex systems such as social, technological and economic systems. We demonstrate thi…
Network Topology of an Experimental Futures Exchange
S. C. Wang, J. J. Tseng, C. C. Tai +4
Many systems of different nature exhibit scale free behaviors. Economic systems with power law distribution in the wealth is one of the examples. To better understand the working b…
The high-energy galactic tau neutrino flux and its atmospheric background
H. Athar, K. Cheung, G. -L. Lin +1
We compare the tau neutrino flux arising from the galaxy and the earth atmosphere for . The intrinsic and oscillated tau neutrino fluxes from both…