37 citations · 37 across the 1 of their papers we have counts for
2 papers
physics.soc-ph2007★ 37 cited
The market efficiency in the stock markets
Jae-Suk Yang, Wooseop Kwak, Taisei Kaizoji +1
We study the temporal evolution of the market efficiency in the stock markets using the complexity, entropy density, standard deviation, autocorrelation function, and probability d…
cond-mat.stat-mech2004
Driven Diffusive Systems: How Steady States Depend on Dynamics
Wooseop Kwak, D. P. Landau, B. Schmittmann
In contrast to equilibrium systems, non-equilibrium steady states depend explicitly on the underlying dynamics. Using Monte Carlo simulations with Metropolis, Glauber and heat bath…