英文标题:
《Complex temporal structure of activity in on-line electronic auctions》
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作者:
Frantisek Slanina
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最新提交年份:
2014
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英文摘要:
We analyze empirical data from the internet auction site Aukro.cz. The time series of activity shows truncated fractal structure on scales from about 1 minute to about 1 day. The distribution of waiting times as well as the distribution of number of auctions within fixed interval is a power law, with exponents $1.5$ and $3$, respectively. Possible implications for the modeling of stock-market fluctuations are briefly discussed.
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中文摘要:
我们分析了来自互联网拍卖网站Aukro的经验数据。cz。活动的时间序列在1分钟到1天的尺度上呈现截短的分形结构。等待时间的分布以及固定时间间隔内拍卖次数的分布是幂律,指数分别为1.5美元和3美元。简要讨论了股票市场波动建模的可能影响。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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