1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.ST2014★ 1 cited
Predicting market instability: New dynamics between volume and volatility
Zeyu Zheng, Zhi Qiao, Joel N. Tenenbaum +2
Econophysics and econometrics agree that there is a correlation between volume and volatility in a time series. Using empirical data and their distributions, we further investigate…
physics.soc-ph2014
Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks
B. Podobnik, A. Majdandzic, C. Curme +4
In order to model volatile real-world network behavior, we analyze phase-flipping dynamical scale-free network in which nodes and links fail and recover. We investigate how stochas…