2 papers
physics.soc-ph2019
The shocklet transform: A decomposition method for the identification of local, mechanism-driven dynamics in sociotechnical time series
David Rushing Dewhurst, Thayer Alshaabi, Dilan Kiley +4
We introduce a qualitative, shape-based, timescale-independent time-domain transform used to extract local dynamics from sociotechnical time series---termed the Discrete Shocklet T…
q-fin.TR2018
Selection mechanisms affect volatility in evolving markets
David Rushing Dewhurst, Michael Vincent Arnold, Colin Michael Van Oort
Financial asset markets are sociotechnical systems whose constituent agents are subject to evolutionary pressure as unprofitable agents exit the marketplace and more profitable age…