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Singularity strength based characterization of financial networks
characterization of financial networks Statistical Finance Data Analysis Statistics and Probability
2012/6/4
Financial markets are well known examples of multi-fractal complex systems that have garnered much interest in their characterization through complex network theory. The recent studies have used corre...
Finite-time singularity in the evolution of hyperinflation episodes
Finite-time evolution hyperinflation episodes
2010/12/13
A model proposed by Sornette, Takayasu, and Zhou for describing hyperinflation regimes based on adaptive expectations expressed in terms of a power law which leads to a finite-time singularity is revi...