107 citations · 346 across the 16 of their papers we have counts for
4 papers · 1 filter
State and group dynamics of world stock market by principal component analysis
Ashadun Nobi, Jae Woo Lee
We study the dynamic interactions and structural changes in global financial indices in the years 1998-2012. We apply a principal component analysis (PCA) to cross-correlation coef…
Scaling of nestedness in complex networks
Deok-Sun Lee, Seong Eun Maeng, Jae Woo Lee
Nestedness characterizes the linkage pattern of networked systems, indicating the likelihood that a node is linked to the nodes linked to the nodes with larger degrees than it. Net…
Power Law in Firms Bankruptcy
Byoung Hee Hong, Kyoung Eun Lee, Jae Woo Lee
We consider the scaling behaviors for fluctuations of the number of Korean firms bankrupted in the period from August 1 2002 to October 28 2003. We observe a power law for the dist…
Waiting-time distribution for a stock-market index
Jae Woo Lee, Kyoung Eun Lee, Per Arne Rikvold
We investigate the waiting-time distribution of the absolute return in the Korean stock-market index KOSPI. We define the waiting time as a time interval during which the normalize…