107 citations · 519 across the 20 of their papers we have counts for
20 papers
Volatility return intervals analysis of the Japanese market
Woo-Sung Jung, Fengzhong Wang, Shlomo Havlin +3
We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold for the Japanese stock market using daily and intraday data s…
Group dynamics of the Japanese market
Woo-Sung Jung, Okyu Kwon, Fengzhong Wang +3
We investigated the network structures of the Japanese stock market through the minimum spanning tree. We defined grouping coefficient to test the validity of conventional grouping…
Dynamics of clustered opinions in complex networks
Woo-Sung Jung, Hie-Tae Moon, H. Eugene Stanley
A simple model for simulating tug of war game as varying the player number in a team is discussed to identify the slow pace of fast change. This model shows that a large number of…
Complexity analysis of the stock market
Joongwoo Brian Park, Jeong Won Lee, Jae-Suk Yang +2
We study the complexity of the stock market by constructing -machines of Standard and Poor's 500 index from February 1983 to April 2006 and by measuring the statistical complexi…
Minimum Entropy Density Method for the Time Series Analysis
Jeong Won Lee, Joongwoo Brian Park, Hang-Hyun Jo +2
The entropy density is an intuitive and powerful concept to study the complicated nonlinear processes derived from physical systems. We develop the minimum entropy density method (…
Dynamics of Helping Behavior and Networks in a Small World
Hang-Hyun Jo, Woo-Sung Jung, Hie-Tae Moon
To investigate an effect of social interaction on the bystanders' intervention in emergency situations a rescue model was introduced which includes the effects of the victim's acqu…