arXiv subjects

Myung-Kul Yum

Publications and source records attributed to Myung-Kul Yum.

2 recordsLinked to original sources

arXiv2004

Dynamical Volatilities for Yen-Dollar Exchange Rates

We study the continuous time random walk theory from financial tick data of the yen-dollar exchange rate transacted at the Japanese financial market. The dynamical behavior of returns and volatilities in this case is particularly treated at the long-time limit. We find that the volatility for prices shows a power-law with anomalous scaling exponent k = 0.96 (one minute) and 0.86 (ten minutes), and that our behavior occurs in the subdiffusive process. Our result presented will be compared with that of recent numerical calculations.

cond-mat.other↗

arXiv2003

Dynamics of the Minority Game for Patients

We analyze the minority game for patients, and the results known from the minority game are applied to the patient problem consulted at the department of pediatric cardiology. We find numerically the standard deviation and the global efficiency, similar to the El Farol bar problem. After the score equation and the scaled utility are introduced, the dynamical behavior of our model is discussed for particular strategies. Our result presented will be compared with the well-known minority games.

cond-mat.stat-mech↗