11 citations · 27 across the 6 of their papers we have counts for
7 papers
Impact of Investor's Varying Risk Aversion on the Dynamics of Asset Price Fluctuations
Baosheng Yuan, Kan Chen
While the investors' responses to price changes and their price forecasts are well accepted major factors contributing to large price fluctuations in financial markets, our study s…
Conditional Probability as a Measure of Volatility Clustering in Financial Time Series
Kan Chen, C. Jayaprakash, Baosheng Yuan
In the past few decades considerable effort has been expended in characterizing and modeling financial time series. A number of stylized facts have been identified, and volatility…
Evolutionary Dynamics in Complex Networks of Competing Boolean Agents
Baosheng Yuan, Bing-Hong Wang, Kan Chen
We investigate the dynamics of network minority games on Kauffman's NK networks (Kauffman nets), growing directed networks (GDNets), as well as growing directed networks with a sma…
Growing Directed Networks: Organization and Dynamics
Baosheng Yuan, Kan Chen, Bing-Hong Wang
We study the organization and dynamics of growing directed networks. These networks are built by adding nodes successively in such a way that each new node has directed links t…
Theory of the Three-Group Evolutionary Minority Game
Kan Chen, Bing-Hong Wang, Baosheng Yuan
Based on the adiabatic theory for the evolutionary minority game (EMG) that we proposed earlier[1], we perform a detail analysis of the EMG limited to three groups of agents. We de…
Evolutionary Dynamics and the Phase Structure of the Minority Game
Baosheng Yuan, Kan Chen
We show that a simple evolutionary scheme, when applied to the minority game (MG), changes the phase structure of the game. In this scheme each agent evolves individually whenever…