[PDF][PDF] 人类行为时空特性的统计力学

周涛, 韩筱璞, 闫小勇, 杨紫陌, 赵志丹… - 电子科技大学 …, 2013 - researchgate.net
人类行为的定量化分析, 特别是时空统计规律的挖掘和建模, 是当前统计物理与复杂性科学研究
的热点. 对人类行为的深入理解, 有助于解释若干复杂的社会经济现象, 并在舆情监控, 疾病防治 …

Experimental econophysics: Complexity, self-organization, and emergent properties

JP Huang - Physics Reports, 2015 - Elsevier
Experimental econophysics is concerned with statistical physics of humans in the laboratory,
and it is based on controlled human experiments developed by physicists to study some …

Intraday volatility and network topological properties in the Korean stock market

J Lee, J Youn, W Chang - Physica A: Statistical mechanics and its …, 2012 - Elsevier
We examine whether the relationship between market volatility and network properties in the
low-frequency level can be applied to the high-frequency level. For the analysis, we use the …

Trading networks, abnormal motifs and stock manipulation

ZQ Jiang, WJ Xie, X Xiong, W Zhang… - Quantitative Finance …, 2013 - Taylor & Francis
We study trade-based manipulation of stock prices from the perspective of complex trading
networks constructed by using detailed information of trades. A stock trading network …

Statistical properties of agent-based models in markets with continuous double auction mechanism

JJ Tseng, CH Lin, CT Lin, SC Wang, SP Li - Physica A: Statistical …, 2010 - Elsevier
Real world markets display power-law features in variables such as price fluctuations in
stocks. To further understand market behavior, we have conducted a series of market …

Experimental Econophysics

JP Huang - New Economic Windows, 2015 - Springer
Ji-Ping Huang Properties and Mechanisms of Laboratory Markets Page 1 New Economic
Windows Ji-Ping Huang Experimental Econophysics Properties and Mechanisms of …

Characteristics of real futures trading networks

J Wang, S Zhou, J Guan - Physica A: Statistical Mechanics and its …, 2011 - Elsevier
Futures trading is the core of futures business, and it is considered as one of the typical
complex systems. To investigate the complexity of futures trading, we employ the analytical …

Desert settlements: Towards understanding the mutuality of influence and scale-free network concepts

K Seemann, D Marinova - Journal of Economic & Social Policy, 2010 - search.informit.org
While most Australian human settlements are large, densely networked urban systems
located on the eastsouth-eastern seaboard and the coastal footholds of Perth and Adelaide …

Experimental evidence for the interplay between individual wealth and transaction network

JJ Tseng, SP Li, SC Wang - The European Physical Journal B, 2010 - Springer
We conduct a market experiment with human agents in order to explore the structure of
transaction networks and to study the dynamics of wealth accumulation. The experiment is …

Bounds of memory strength for power-law series

F Guo, D Yang, Z Yang, ZD Zhao, T Zhou - Physical Review E, 2017 - APS
Many time series produced by complex systems are empirically found to follow power-law
distributions with different exponents α. By permuting the independently drawn samples from …