296 citations · 591 across the 7 of their papers we have counts for
3 papers · 1 filter
Gravity model in the Korean highway
Woo-Sung Jung, Fengzhong Wang, H. Eugene Stanley
We investigate the traffic flows of the Korean highway system, which contains both public and private transportation information. We find that the traffic flow T(ij) between city i…
Are volatility correlations in financial markets related to Omori processes occurring on all scales?
Philipp Weber, Fengzhong Wang, Irena Vodenska-Chitkushev +2
We analyze the memory in volatility by studying volatility return intervals, defined as the time between two consecutive fluctuations larger than a given threshold, in time periods…
Scaling and memory of intraday volatility return intervals in stock market
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
We study the return interval between price volatilities that are above a certain threshold for 31 intraday datasets, including the Standard & Poor's 500 index and the 30 st…