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Ying-Hai Wang

Publications and source records attributed to Ying-Hai Wang.

24 records · Page 2Linked to original sources
arXiv2005

Description of dynamics of stock prices by a Langevin approach

We present a time-dependent Langevin description of dynamics of stock prices. Based on a simple sliding-window algorithm, the fluctuation of stock prices is discussed in the view of a time-dependent linear restoring force which is the linear approximation of the drift parameter in Langevin equation estimated from the financial time series. By choosing suitable weighted factor for the linear approximation, the relation between the dynamical effect of restoring force and the autocorrelation of the financial time series is deduced. We especially analyze the daily log-returns of S$&$P 500 index from 1950 to 1999. The significance of the restoring force towards the prices evolution are investigated from its two coefficients, slope coefficient and equilibrium position. The new simple form of the restoring force obtained both from statistical and theoretical analyses suggests that the Langevin approach can effectively present the macroscopical and the detail properties of the price evolution.

physics.soc-ph↗
arXiv2005

Does the scale-free topology favor the emergence of cooperation?

In a recent Letter [F.C. Santos and J. M. Pacheco Phys. Rev. Lett. \textbf{95}, 098104 (2005)], the scale-free networks are found to be advantageous for the emergence of cooperation. In the present work an evolutionary prisoner's dilemma game with players located on Barabási-Albert scale-free networks is studied in detail. The players are pure strategist and can follow two strategies: either to defect or to cooperate. Serval alternative update rules determining the evolution of each player's strategy are considered. Using systematic Monte Carlo simulations we have calculated the average density of cooperators as a function of the temptation to defect. It is shown that the results obtained by numerical experiments depend strongly on the dynamics of the game, which could lower the important of scale-free topology on the persistence of the cooperation. Particularly, the system exhibits a phase transition, from active state (coexistence of cooperators and defectors) to absorbing state (only defectors surviving) when allowing `` worse\rq\rq strategy to be imitated in the evolution of the game.

physics.soc-ph↗
arXiv2005

Steady States of Epidemic Spreading in Small-World Networks

We consider a standard \textit{susceptible-infected-susceptible} (SIS) model to study behaviors of steady states of epidemic spreading in small-world networks. Using analytical methods and large scale simulations, we recover the usual epidemic behavior with a critical threshold $λ_{c}$ below which infectious diseases die out. Whereas for the spreading rate $λ$ far above $λ_{c}$, it was found that the density of infected individuals $ρ$ as a function of $λ$ has the property $ρ\approx F(K)(\ln λ- \ln λ_{c})$.

physics.soc-ph↗
arXiv2005

Properties of weighted complex networks

We study two kinds of weighted networks, weighted small-world (WSW) and weighted scale-free (WSF). The weight $w_{ij}$ of a link between nodes $i$ and $j$ in the network is defined as the product of endpoint node degrees; that is $w_{ij}=(k_{i}k_{j})^θ$. In contrast to adding weights to links during networks being constructed, we only consider weights depending on the `` popularity\rq\rq of the nodes represented by their connectivity. It was found that the both weighted networks have broad distributions on characterization the link weight, vertex strength, and average shortest path length. Furthermore, as a survey of the model, the epidemic spreading process in both weighted networks was studied based on the standard \emph{susceptible-infected} (SI) model. The spreading velocity reaches a peak very quickly after the infection outbreaks and an exponential decay was found in the long time propagation.

cond-mat.stat-mech↗
arXiv2005

Spatial prisoner's dilemma game with volunteering in Newman-Watts small-world networks

A modified spatial prisoner's dilemma game with voluntary participation in Newman-Watts small-world networks is studied. Some reasonable ingredients are introduced to the game evolutionary dynamics: each agent in the network is a pure strategist and can only take one of three strategies (\emph {cooperator}, \emph {defector}, and \emph {loner}); its strategical transformation is associated with both the number of strategical states and the magnitude of average profits, which are adopted and acquired by its coplayers in the previous round of play; a stochastic strategy mutation is applied when it gets into the trouble of \emph {local commons} that the agent and its neighbors are in the same state and get the same average payoffs. In the case of very low temptation to defect, it is found that agents are willing to participate in the game in typical small-world region and intensive collective oscillations arise in more random region.

cond-mat.stat-mech↗