In: Physica A: Statistical Mechanics and its Applications, 2018, vol. 494, p. 422–429
Understanding the popularity dynamics of online application(App) is significant for the online social systems. In this paper, by dividing the Facebook Apps into different groups in terms of their popularities, we empirically investigate the popularity dynamics for different kinds of Facebook Apps. Then, taking into account the influence of cumulative and recent popularities on the user...
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In: Physica A: Statistical Mechanics and its Applications, 2011, vol. 390, no. 9, p. 1635-1645
The growth-optimal portfolio optimization strategy pioneered by Kelly is based on constant portfolio rebalancing which makes it sensitive to transaction fees. We examine the effect of fees on an example of a risky asset with a binary return distribution and show that the fees may give rise to an optimal period of portfolio rebalancing. The optimal period is found analytically in the case of...
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In: Physica A: Statistical Mechanics and its Applications, 2008, vol. 387, no. 22, p. 5523-5534
A simple trading model based on pair pattern strategy space with holding periods is proposed. Power-law behavior is observed for the return variance σ², the price impact H and the predictability K for both models, with linear and square root impact functions. The sum of the traders’ wealth displays a positive value for the model with a square root price impact function,...
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In: Physicval Review E - Statistical, Nonlinear, and Soft Matter Physics, 2011, vol. 84, no. 4, p. 046104
Many innovations are inspired by past ideas in a nontrivial way. Tracing these origins and identifying scientific branches is crucial for research inspirations. In this paper, we use citation relations to identify the descendant chart, i.e., the family tree of research papers. Unlike other spanning trees that focus on cost or distance minimization, we make use of the nature of citations and...
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In: International Journal of Modern Physics B, 2004, vol. 18, p. 2361-2365
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In: Proceedings of the National Academy of Sciences, 2015, vol. 112, no. 8, p. 2325–2330
The organization of real networks usually embodies both regularities and irregularities, and, in principle, the former can be modeled. The extent to which the formation of a network can be explained coincides with our ability to predict missing links. To understand network organization, we should be able to estimate link predictability. We assume that the regularity of a network is reflected in...
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In: Journal of Computer Science and Technology, 2011, vol. 26, no. 5, p. 767-777
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In: Journal of Computer Science and Technology, 2011, vol. 26, no. 5, p. 767-777
In the past decade, Social Tagging Systems have attracted increasing attention from both physical and computer science communities. Besides the underlying structure and dynamics of tagging systems, many efforts have been addressed to unify tagging information to reveal user behaviors and preferences, extract the latent semantic relations among items, make recommendations, and so on....
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In: Physica A: Statistical Mechanics and its Applications, 2019, vol. 536, p. 121004
When the product quality is limited and the information capability is variable, we propose the enterprise enhances corporate profits by changing the relationship between market demand and external resources. We assume that the information capacity can be changed through the input of external resources. In this paper, we present a research agenda that empowers external resources to transform...
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In: Physica A: Statistical Mechanics and its Applications, 2005, vol. 350, no. 2, p. 500-532
We present a model for the supply-demand law with quality and limited information capability. We postulate that imperfect information permeates in almost all economic transactions to varying degrees. Through a simple model we outline a research agenda that re-examines many standard issues in economics. Our analysis shows that whereas imperfect information can be improved, it leads to new...
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