Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Kitt, Robert"'
Publikováno v:
Proceedings of the Estonian Academy of Sciences, No. 68/1, 2019
Revealing the community structure exhibited by real networks is a fundamental phase towards a comprehensive understanding of complex systems beyond the local organization of their components. Community detection techniques help on providing insights
Externí odkaz:
http://arxiv.org/abs/1812.04250
Publikováno v:
European Physical Journal B, 2017
Complex networks have gained much attention from different areas of knowledge in recent years. Particularly, the structures and dynamics of such systems have attracted considerable interest. Complex networks may have characteristics of multifractalit
Externí odkaz:
http://arxiv.org/abs/1710.03534
This paper presents the first topological analysis of the economic structure of an entire country based on payments data obtained from Swedbank. This data set is exclusive in its kind because around 80% of Estonia's bank transactions are done through
Externí odkaz:
http://arxiv.org/abs/1602.04352
Autor:
Kitt, Robert
In this chapter the complex systems are discussed in the context of economic and business policy and decision making. It will be showed and motivated that social systems are typically chaotic, non-linear and/or non-equilibrium and therefore complex s
Externí odkaz:
http://arxiv.org/abs/1208.1277
Publikováno v:
Physica A 388 (2009) 4838-4844
Based on empirical financial time-series, we show that the "silence-breaking" probability follows a super-universal power law: the probability of observing a large movement is inversely proportional to the length of the on-going low-variability perio
Externí odkaz:
http://arxiv.org/abs/0812.4455
Autor:
Kitt, Robert, Kalda, Jaan
Publikováno v:
Eur. Phys. J. B 50, 141-145 (2006)
The question of optimal portfolio is addressed. The conventional Markowitz portfolio optimisation is discussed and the shortcomings due to non-Gaussian security returns are outlined. A method is proposed to minimise the likelihood of extreme non-Gaus
Externí odkaz:
http://arxiv.org/abs/physics/0504122
Autor:
Kitt, Robert, Kalda, Jaan
Publikováno v:
Physica A, 353, 2005, 480
The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability periods. In
Externí odkaz:
http://arxiv.org/abs/cond-mat/0501325
Autor:
Engelbrecht, Jüri1,2 je@ioc.ee, Kitt, Robert3 Robert.Kitt@icloud.com
Publikováno v:
Cadmus. Nov2021, Vol. 4 Issue 5, p11-22. 12p.
Publikováno v:
In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena September 2016 90:18-27
Autor:
Kitt, Robert1 robert.kitt@swedbank.ee
Publikováno v:
Research in Economics & Business: Central & Eastern Europe. 2016, Vol. 8 Issue 1, p52-66. 15p. 1 Black and White Photograph, 1 Graph.