在线电子拍卖活动的复杂时间结构
Complex temporal structure of activity in on-line electronic auctions
摘要:
我们分析了来自互联网拍卖网站Aukro.cz的经验数据。活动的时间序列在从约1分钟到约1天的尺度上显示截断的分形结构。等待时间的分布以及拍卖次数在固定时间间隔内的分布是幂律的,其指数分别为$1.5$和$3$。股票市场波动的建模可能产生的影响进行了简要讨论。
英文摘要:
We analyze empirical data from the internet auction site Aukro.cz. The time series of activity shows truncated fractal structure on scales from about 1 minute to about 1 day. The distribution of waiting times as well as the distribution of number of auctions within fixed interval is a power law, with exponents $1.5$ and $3$, respectively. Possible implications for the modeling of stock-market fluctuations are briefly discussed.
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