2 papers
physics.soc-ph2020
Quasi-stationary states in temporal correlations for traffic systems: Cologne orbital motorway as an example
Shanshan Wang, Sebastian Gartzke, Michael Schreckenberg +1
Traffic systems are complex systems that exhibit non-stationary characteristics. Therefore, the identification of temporary traffic states is significant. In contrast to the usual…
q-fin.ST2016
Cross-response in correlated financial markets: individual stocks
Shanshan Wang, Rudi Schäfer, Thomas Guhr
Previous studies of the stock price response to trades focused on the dynamics of single stocks, i.e. they addressed the self-response. We empirically investigate the price respons…