Tian Qiu

Scaling and Memory Effect in Volatility Return Interval of the Chinese Stock Market

We investigate the probability distribution of the volatility return intervals

Cooperation in the snowdrift game on directed small-world networks under self-questioning and noisy conditions

\tau

Information filtering via a scaling-based function.

for the Chinese stock market. We rescale both the probability distribution

Alleviating bias leads to accurate and personalized recommendation

P_{q}(\tau)

Coupled dynamics of mobility and pattern formation in optional public goods games

and the volatility return intervals

Time scales of epidemic spread and risk perception on adaptive networks

\tau

Dynamics of bid–ask spread return and volatility of the Chinese stock market

as

Memory effect and multifractality of cross-correlations in financial markets

P_{q}(\tau)=1/\bar{\tau} f(\tau/\bar{\tau})

Effects of attachment preferences on coevolution of opinions and networks

to obtain a uniform scaling curve for different threshold value

Limitation of network inhomogeneity in improving cooperation in coevolutionary dynamics

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