Zobrazeno 1 - 10
of 66
pro vyhledávání: '"Robert Kitt"'
Autor:
Juri Engelbrecht, Robert Kitt
Publikováno v:
Cadmus, Vol 4, Iss 5, Pp 11-22 (2021)
In this paper, it is argued how the present crises in the world are influenced by the breaking up of networks created by the communities worldwide. In addition to human-made networks, many networks in Nature also influence life in many aspects. In th
Externí odkaz:
https://doaj.org/article/21518e8dc5044c19b4f1e8b420cf7f31
Publikováno v:
Proceedings of the Estonian Academy of Sciences, Vol 68, Iss 3, Pp 235-243 (2019)
We investigated the strength of the interactions of the elements of the Estonian network of payments (link weight of payments and volume of payments) by the realization of particular experiments. Specific statistical measures of this network, which c
Externí odkaz:
https://doaj.org/article/e53bca48cf6444b486c7da555c59ddcf
Publikováno v:
Proceedings of the Estonian Academy of Sciences, Vol 68, Iss 3, Pp 235-243 (2019)
We investigated the strength of the interactions of the elements of the Estonian network of payments (link weight of payments and volume of payments) by the realization of particular experiments. Specific statistical measures of this network, which c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::97882d7baabf155423be8b16d8cdb07d
http://www.kirj.ee/public/proceedings_pdf/2019/issue_3/proc-2019-3-235-243.pdf
http://www.kirj.ee/public/proceedings_pdf/2019/issue_3/proc-2019-3-235-243.pdf
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a859e1bb473795f614ce13341157d2bb
http://arxiv.org/abs/1812.04250
http://arxiv.org/abs/1812.04250
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1dd99e5b684fe2a4f711988a11d4f6bd
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00196fa51c05783826401d832968f97b
http://arxiv.org/abs/0812.4455
http://arxiv.org/abs/0812.4455
Autor:
Robert Kitt, Jaan Kalda
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::074f150136ece4c53b921975f2821f1d
http://arxiv.org/pdf/cond-mat/0501325
http://arxiv.org/pdf/cond-mat/0501325
Autor:
Robert Kitt
This paper is aimed to explain the choice of instrument mix for EUR-based long-term equity investors, like pension funds, in the Eastern Europe. It is assumed that investments into local securities are the investorsí preferred choice. Markowitz mean
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::f17ed395805b251e470f62d2cc80d0f3
http://deepthought.ttu.ee/majandus/tekstid/TUTWPE_04_119.pdf
http://deepthought.ttu.ee/majandus/tekstid/TUTWPE_04_119.pdf
Autor:
Engelbrecht, Jüri1,2 je@ioc.ee, Kitt, Robert3 Robert.Kitt@icloud.com
Publikováno v:
Cadmus. Nov2021, Vol. 4 Issue 5, p11-22. 12p.
Autor:
Robert Kitt
Publikováno v:
Proceedings of the Estonian Academy of Sciences. Physics. Mathematics. 52:198
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c365788b304867ae974431c854f55201
https://doi.org/10.3176/phys.math.2003.2.03
https://doi.org/10.3176/phys.math.2003.2.03