134 citations · 348 across the 7 of their papers we have counts for
7 papers
Impact of the topology of global macroeconomic network on the spreading of economic crises
Kyu-Min Lee, Jae-Suk Yang, Gunn Kim +3
Throughout economic history, the global economy has experienced recurring crises. The persistent recurrence of such economic crises calls for an understanding of their generic feat…
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…
Phase transition in a triplet process
Kwangho Park, Haye Hinrichsen, In-mook Kim
We show that the reaction-diffusion process 3A -> 4A, 3A -> 2A exhibits a different type of continuous phase transition from an active into an absorbing phase. Because of the upper…
Scale-free Network in Financial Correlations
Hyun-Joo Kim, Youngki Lee, In-mook Kim +1
We study the cross-correlations in stock price changes between the S&P 500 companies by introducing a weighted random graph, where all vertices (companies) are fully connected, and…
Binary spreading process with parity conservation
Kwangho Park, Haye Hinrichsen, In-mook Kim
Recently there has been a debate concerning the universal properties of the phase transition in the pair contact process with diffusion (PCPD) . Although…
Effect of Long-Range Interactions in the Conserved Kardar-Parisi-Zhang Equation
Youngkyun Jung, In-mook Kim, Jin Min Kim
The conserved Kardar-Parisi-Zhang equation in the presence of long-range nonlinear interactions is studied by the dynamic renormalization group method. The long-range effect produc…