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3篇 您的检索式:作者名="Mutua Stephen"
    题名 作者 年代 出处 被引量
1Statistics of extreme events in Chinese stock markets显示文摘We investigate the impact of financial factors on daily volume recurrent time intervals in the developing Chinese stock markets. The tails of probability distribution functions(PDFs) of volume recurrent intervals behave as a power-law, and the scaling exponent decreases with the increase of stock lifetime, which are similar to those in the US stock markets, and they are typical representatives of developed markets. The difference is that the power-law exponent values remain almost the same with the changes of market capitalization, mean volume, and mean trading value, respectively. These findings enrich the results for event statistics for financial markets.吴干华 邱路 Mutua Stephen 李信利 杨悦 杨会杰 蒋艳 2014Chinese Physics B2014,23,12:1
2Evaluation of Sealing Invariance Em- bedded in Short Time Series 显示文摘Xue Pan Lei Hou Mutua Stephen Huijie Yang Chenping Zhu 2014PLOS ONE2014,9,11:1
3Row–column visibility graph approach to two-dimensional landscapes显示文摘A new concept, called the row–column visibility graph, is proposed to map two-dimensional landscapes to complex networks. A cluster coverage is introduced to describe the extensive property of node clusters on a Euclidean lattice. Graphs mapped from fractals generated with the probability redistribution model behave scale-free. They have pattern-induced hierarchical organizations and comparatively much more extensive structures. The scale-free exponent has a negative correlation with the Hurst exponent, however, there is no deterministic relation between them. Graphs for fractals generated with the midpoint displacement model are exponential networks. When the Hurst exponent is large enough(e.g., H >0.5), the degree distribution decays much more slowly, the average coverage becomes significant large, and the initially hierarchical structure at H < 0.5 is destroyed completely. Hence, the row–column visibility graph can be used to detect the pattern-related new characteristics of two-dimensional landscapes.肖琴 潘雪 李信利 Mutua Stephen 杨会杰 蒋艳 王建勇 张庆军 2014Chinese Physics B2014,23,7:0
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