Enregistré dans:
| Auteurs principaux: | Jiang, Xiongfei, Cen, Tao, Bai, Ling, Jin, Lifu, Zhang, Jiu, Xiong, Long |
|---|---|
| Format: | Preprint |
| Publié: |
2026
|
| Sujets: | |
| Accès en ligne: | https://arxiv.org/abs/2606.01077 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Is a team only as strong as its weakest link? Quantifying the short-board effect with AI Agents
par: Xu, Xin, et autres
Publié: (2026)
par: Xu, Xin, et autres
Publié: (2026)
Identifying dynamical network markers of financial market instability
par: Ito, Mariko I., et autres
Publié: (2026)
par: Ito, Mariko I., et autres
Publié: (2026)
Ab initio simulation of market dynamics
par: Farr, Robert S.
Publié: (2026)
par: Farr, Robert S.
Publié: (2026)
How crowd accidents are reported in the news media: Lexical and sentiment analysis
par: Feliciani, Claudio, et autres
Publié: (2023)
par: Feliciani, Claudio, et autres
Publié: (2023)
Provably safe and human-like car-following behaviors: Part 1. Analysis of phases and dynamics in standard models
par: Jin, Wen-Long
Publié: (2025)
par: Jin, Wen-Long
Publié: (2025)
Fractional stochastic model of citation dynamics with memory and volatility
par: Okamura, Keisuke
Publié: (2025)
par: Okamura, Keisuke
Publié: (2025)
Signature of maturity in cryptocurrency volatility
par: Ghosh, Asim, et autres
Publié: (2024)
par: Ghosh, Asim, et autres
Publié: (2024)
Simple model of market share dynamics based on clients' firm-switching decisions
par: Hickey, Joseph
Publié: (2023)
par: Hickey, Joseph
Publié: (2023)
The evolution of k-shell in syndication networks reveals financial performance of venture capital institutions
par: Li, Ruiqi, et autres
Publié: (2023)
par: Li, Ruiqi, et autres
Publié: (2023)
Role of volatility mixing in wealth condensation transition
par: Hur, Jaeseok, et autres
Publié: (2026)
par: Hur, Jaeseok, et autres
Publié: (2026)
Modeling financial transactions via random walks on temporal networks
par: Mattsson, Carolina E., et autres
Publié: (2026)
par: Mattsson, Carolina E., et autres
Publié: (2026)
Effects of group size and noise on cooperation in population evolution of dynamic groups
par: Zhang, Hong-Bin, et autres
Publié: (2024)
par: Zhang, Hong-Bin, et autres
Publié: (2024)
Unpacking the ESG–financial performance nexus: The moderating effect of volatility on Indian companies
par: Ashutosh Dash, et autres
Publié: (2025)
par: Ashutosh Dash, et autres
Publié: (2025)
Restoring Network Evolution from Static Structure
par: Zhang, Jiu, et autres
Publié: (2025)
par: Zhang, Jiu, et autres
Publié: (2025)
Spectral signatures of structural change in financial networks
par: Macchiati, Valentina, et autres
Publié: (2024)
par: Macchiati, Valentina, et autres
Publié: (2024)
Feedback dynamics in Politics: The interplay between sentiment and engagement
par: Formentin, Simone
Publié: (2025)
par: Formentin, Simone
Publié: (2025)
Critical Thresholds in Non-Pharmaceutical Interventions for Epidemic Control
par: Wang, Jinghui, et autres
Publié: (2025)
par: Wang, Jinghui, et autres
Publié: (2025)
Do intangible assets matter to financial analysts in the Brazilian stock market?
par: Joyce Mariella Medeiros Cavalcanti
Publié: (2020)
par: Joyce Mariella Medeiros Cavalcanti
Publié: (2020)
Ranking dynamics in movies and music
par: Lee, Hyun-Woo, et autres
Publié: (2025)
par: Lee, Hyun-Woo, et autres
Publié: (2025)
Short research review: Applications of statistical physics investigating financial and other social systems
par: Gontis, Vygintas, et autres
Publié: (2024)
par: Gontis, Vygintas, et autres
Publié: (2024)
Effects of Different Q-swaps Modes on Percolation Threshold in Small-world Quantum Networks
par: Liang, JianXiong, et autres
Publié: (2024)
par: Liang, JianXiong, et autres
Publié: (2024)
Vaccination dynamics of age-structured populations in higher-order social networks
par: Nie, Yanyi, et autres
Publié: (2024)
par: Nie, Yanyi, et autres
Publié: (2024)
Decades matter: Agricultural diversification increases financial profitability, biodiversity, and ecosystem services over time
par: Raveloaritiana, Estelle, et autres
Publié: (2024)
par: Raveloaritiana, Estelle, et autres
Publié: (2024)
Kinetic modeling of knowledge and wealth dynamics in national and global markets
par: Bisi, Marzia, et autres
Publié: (2025)
par: Bisi, Marzia, et autres
Publié: (2025)
Provably safe and human-like car-following behaviors: Part 2. A parsimonious multi-phase model with projected braking
par: Jin, Wen-Long
Publié: (2025)
par: Jin, Wen-Long
Publié: (2025)
Carbon financial system construction under the background of dual-carbon targets: current situation, problems and suggestions
par: Zhang, Yedong, et autres
Publié: (2025)
par: Zhang, Yedong, et autres
Publié: (2025)
Exploring the spatial segmentation of housing markets from online listings
par: Abella, David, et autres
Publié: (2024)
par: Abella, David, et autres
Publié: (2024)
Spreading dynamics of information on online social networks
par: Meng, Fanhui, et autres
Publié: (2025)
par: Meng, Fanhui, et autres
Publié: (2025)
Monotone three-dimensional surface and equivalent formulations of the generalized bathtub model
par: Jin, Wen-Long, et autres
Publié: (2025)
par: Jin, Wen-Long, et autres
Publié: (2025)
Characterizing limit order books in call auctions of a stock market
par: Nagumo, Shota, et autres
Publié: (2024)
par: Nagumo, Shota, et autres
Publié: (2024)
Effect of higher-order interactions on noisy majority-rule dynamics with random group sizes
par: Muslim, Roni, et autres
Publié: (2026)
par: Muslim, Roni, et autres
Publié: (2026)
Forecasting U.S. equity market volatility with attention and sentiment to the economy
par: Halousková, Martina, et autres
Publié: (2025)
par: Halousková, Martina, et autres
Publié: (2025)
Evolutionary dynamics in stochastic nonlinear public goods games
par: Zhu, Wenqiang, et autres
Publié: (2024)
par: Zhu, Wenqiang, et autres
Publié: (2024)
Synchronization in a market model with time delays
par: Dibeh, Ghassan, et autres
Publié: (2024)
par: Dibeh, Ghassan, et autres
Publié: (2024)
A nonconservative kinetic framework for a closed-market society subject to shock events
par: Menale, Marco, et autres
Publié: (2024)
par: Menale, Marco, et autres
Publié: (2024)
Inferring financial stock returns correlation from complex network analysis
par: Achitouv, Ixandra
Publié: (2024)
par: Achitouv, Ixandra
Publié: (2024)
Methodology to assess prosumer participation in European electricity markets
par: Rodríguez-Vilches, Rubén, et autres
Publié: (2024)
par: Rodríguez-Vilches, Rubén, et autres
Publié: (2024)
Tracing carbon dioxide emissions in the European electricity markets
par: Schäfer, Mirko, et autres
Publié: (2020)
par: Schäfer, Mirko, et autres
Publié: (2020)
How does node centrality in a financial network affect asset price prediction?
par: Xu, Yuhong, et autres
Publié: (2023)
par: Xu, Yuhong, et autres
Publié: (2023)
Exploring the core-periphery and community structure in the financial networks through random matrix theory
par: Pawanesh, et autres
Publié: (2024)
par: Pawanesh, et autres
Publié: (2024)
Documents similaires
-
Is a team only as strong as its weakest link? Quantifying the short-board effect with AI Agents
par: Xu, Xin, et autres
Publié: (2026) -
Identifying dynamical network markers of financial market instability
par: Ito, Mariko I., et autres
Publié: (2026) -
Ab initio simulation of market dynamics
par: Farr, Robert S.
Publié: (2026) -
How crowd accidents are reported in the news media: Lexical and sentiment analysis
par: Feliciani, Claudio, et autres
Publié: (2023) -
Provably safe and human-like car-following behaviors: Part 1. Analysis of phases and dynamics in standard models
par: Jin, Wen-Long
Publié: (2025)