Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Baosheng Yuan"'
Publikováno v:
Sustainability; Volume 15; Issue 10; Pages: 7868
Public capital is an important force for promoting industrial agglomeration and enterprise technological innovation, and enterprise technological innovation is the core element in promoting green economic growth. To further reveal the influence mecha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00115f0de4cfcac69ad5ff069697adfd
https://doi.org/10.3390/su15107868
https://doi.org/10.3390/su15107868
Autor:
Bing-Hong Wang, Baosheng Yuan
Publikováno v:
International Journal of Modern Physics B. 21:4041-4047
We investigate the dynamics of network minority games on Kauffman's NK networks (Kauffman nets) and growing directed networks (GDNets). We show that the dynamics and the associated phase structure of the game depend crucially on the structure of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f26f9111de1aa0ad7ccc16c8bb1ad63a
https://doi.org/10.1142/s0217979207045177
https://doi.org/10.1142/s0217979207045177
Autor:
Kan Chen, Baosheng Yuan
Publikováno v:
Journal of Economic Interaction and Coordination. 1:189-214
While investors’ responses to price changes and their price forecast have been identified as one of the major factors contributing to large price fluctuations in financial markets, our study shows that investors’ heterogeneous and dynamic risk av
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::349774f1de971d6d440e9545597b1689
https://doi.org/10.1007/s11403-006-0011-x
https://doi.org/10.1007/s11403-006-0011-x
Publikováno v:
Scopus-Elsevier
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 derive a formula for the critical point of the transition from segregati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bddd808f01e191927b954e444a9efcdb
https://doi.org/10.1142/s0217979204025415
https://doi.org/10.1142/s0217979204025415
Autor:
Baosheng Yuan
Publikováno v:
SSRN Electronic Journal.
We use minority game model to investigate evolutionary dynamics in complex networks of adaptive agents competing for limited resources. We show that the dynamics and the associated phase structures critically depend on the underlying network organiza
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::581f7739a43ff9eb53e2e55b7f7fbc6b
https://doi.org/10.2139/ssrn.955588
https://doi.org/10.2139/ssrn.955588
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 clustering or the tendency toward persistence has emerged as the centr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::63989b4bda4938648ada9b953baa7226
http://arxiv.org/abs/physics/0503157
http://arxiv.org/abs/physics/0503157
Autor:
Baosheng Yuan
Publikováno v:
SSRN Electronic Journal.
This thesis investigates volatility clustering, scaling and dynamics in financial series of asset returns and studies the underlying mechanism. We propose a direct measure of volatility clustering based on the conditional probability distribution (CP
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a5b972083524334d672366ef91dde03
https://doi.org/10.2139/ssrn.950960
https://doi.org/10.2139/ssrn.950960
Autor:
Kan Chen, Baosheng Yuan
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 shows that investors' heterogeneous and dynamic risk aversion (DRA) pre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3e8bec47776178e535bd2b3cb1c20fd7
Autor:
Baosheng Yuan, Kan Chen
Publikováno v:
Physical Review E. 69
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 his wealth reaches the specified bankruptcy level, in contrast to the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d4a0d1f610167ebf0c64f96178882099
https://doi.org/10.1103/physreve.69.067106
https://doi.org/10.1103/physreve.69.067106
Publikováno v:
Physical Review E. 69
We study the evolutionary minority game (EMG) using a statistical mechanics approach. We derive a theory for the steady-state population distribution of the agents. The theory is based on an "adiabatic approximation" in which short time fluctuations
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d6d4f24e3d4442514e8089da7fa4a029
https://doi.org/10.1103/physreve.69.025102
https://doi.org/10.1103/physreve.69.025102