157 citations · 762 across the 16 of their papers we have counts for
4 papers · 1 filter
A Generalized Preferential Attachment Model for Business Firms Growth Rates: II. Mathematical Treatment
S. V. Buldyrev, F. Pammolli, M. Riccaboni +4
We present a preferential attachment growth model to obtain the distribution of number of units in the classes which may represent business firms or other socio-economic…
Scaling and memory of intraday volatility return intervals in stock market
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
We study the return interval between price volatilities that are above a certain threshold for 31 intraday datasets, including the Standard & Poor's 500 index and the 30 st…
Statistical Properties of Demand Fluctuation in the Financial Market
Kaushik Matia, Kazuko Yamasaki
We examine the out-of-equilibrium phase reported by Plerou {\it et. al.} in Nature, {\bf 421}, 130 (2003) using the data of the New York stock market (NYSE) between the years 2001…
A Generalized Preferential Attachment Model for Complex Systems
Kazuko Yamasaki, Kaushik Matia, Dongfeng Fu +4
Complex systems can be characterized by classes of equivalency of their elements defined according to system specific rules. We propose a generalized preferential attachment model…