Emergence of Power-Law and Two-phase Behavior in Financial Market fluctuations.
Zvonko KostanjcarBranko JerenPublished in: Adv. Complex Syst. (2013)
Keyphrases
- power law
- financial markets
- small world
- preferential attachment
- learning curves
- power laws
- agent based models
- scale free
- degree distribution
- stock price
- long range correlations
- power law distribution
- stock market
- risk management
- social network analysis
- fractional brownian motion
- technical indicators
- exchange rate
- graph mining
- clustering coefficient
- text classification
- knowledge discovery
- long term
- social networks