相关论文: Zipf's law for share price and company fundamental…

We study the rank distribution, the cumulative probability, and the probability density of returns of stock prices of listed firms traded in four stock markets. We find that the rank distribution and the cumulative probability of stock…

Zipf's power-law distribution is a generic empirical statistical regularity found in many complex systems. However, rather than universality with a single power-law exponent (equal to 1 for Zipf's law), there are many reported deviations…

This work proves that ranks and shares are statistically dependent on one another, based on simple combinatorics. It presents a formula for rank-share distribution and illustrates that Zipfs law, is descended from expected values of various…

This paper investigates the rank distribution, cumulative probability, and probability density of price returns for the stocks traded in the KSE and the KOSDAQ market. This research demonstrates that the rank distribution is consistent…

When the probability of measuring a particular value of some quantity varies inversely as a power of that value, the quantity is said to follow a power law, also known variously as Zipf's law or the Pareto distribution. Power laws appear…

In this paper, we quantitatively investigate the statistical properties of a statistical ensemble of stock prices. We selected 1200 stocks traded on the Tokyo Stock Exchange, and formed a statistical ensemble of daily stock prices for each…

A set of data with positive values follows a Pareto distribution if the log-log plot of value versus rank is approximately a straight line. A Pareto distribution satisfies Zipf's law if the log-log plot has a slope of -1. Since many types…

We summarize a book under publication with his title written by the three present authors, on the theory of Zipf's law, and more generally of power laws, driven by the mechanism of proportional growth. The preprint is available upon request…

Zipf's law states that the probability of a variable being larger than $s$ is roughly inversely proportional to $s$. In this paper, we evaluate Zipf's law for the distribution of firm size by the number of employees in Brazil. We use…

We show power-scaling behaviors for fluctuations in share volume, which no other studies have so far done. After analyzing a database of the daily transactions for all securities listed on the Tokyo Stock Exchange, we selected 1050 large…

Zipf's law, which states that the probability of an observation is inversely proportional to its rank, has been observed in many domains. While there are models that explain Zipf's law in each of them, those explanations are typically…

Power-law distributions with various exponents are studied. We first introduce a simple and generic model that reproduces Zipf's law. We can regard this model both as the time evolution of the population of cities and that of the asset…

Zipf's law is well known in linguistics: the frequency of a word is inversely proportional to its rank. This is a special case of a more general power law, a common phenomenon in many kinds of real-world statistical data. Here, it is shown…

Zipf's law is shown to arise as the variational solution of a problem formulated in Fisher's terms. An appropriate minimization process involving Fisher information and scale-invariance yields this universal rank distribution. As an example…

Zipf's law is the most common statistical distribution displaying scaling behavior. Cities, populations or firms are just examples of this seemingly universal law. Although many different models have been proposed, no general theoretical…

Using an exhaustive list of Japanese bankruptcy in 1997, we discover a Zipf law for the distribution of total liabilities of bankrupted firms in high debt range. The life-time of these bankrupted firms has exponential distribution in…

Zipf's law of city-size distributions can be expressed by three types of mathematical models: one-parameter form, two-parameter form, and three-parameter form. The one-parameter and one of the two-parameter models are familiar to urban…

The empirical studies of city-size distribution show that Zipf's law and the hierarchical scaling law are linked in many ways. The rank-size scaling and hierarchical scaling seem to be two different sides of the same coin, but their…

It is shown that the distribution of low variability periods in the activity of human heart rate typically follows a multi-scaling Zipf's law. The presence or failure of a power law, as well as the values of the scaling exponents, are…

The joint probability distribution of many degrees of freedom in biological systems, such as firing patterns in neural networks or antibody sequence composition in zebrafish, often follow Zipf's law, where a power law is observed on a…