Jie-Jun Tseng

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An analysis of the stylized facts in financial time series is carried out. We find that, instead of the heavy tails in asset return distributions, the slow decay behaviour in autocorrelation functions of absolute returns is actually directly related to the degree of clustering of large fluctuations within the financial time series. We also introduce an(More)
We conduct a market experiment with human agents in order to explore the structure of transaction networks and to study the dynamics of wealth accumulation. The experiment is carried out on our platform for 97 days with 2,095 effective participants and 16,936 times of transactions. From these data, the hybrid distribution (log-normal bulk and power-law(More)
We compare the tau neutrino flux arising from the galaxy and the earth atmosphere for 10 3 ≤ E/GeV ≤ 10 11. The intrinsic and oscillated tau neutrino fluxes from both sources are considered. We find that, for E ≥ 10 3 GeV, the oscillated ντ flux along the galactic plane dominates over the maximal intrinsic atmospheric ντ flux, i.e., the flux along the(More)
We study the neutrino-photon processes such as γγ → ν ¯ ν and νγ → νγ in a background magnetic field smaller than the critical magnetic field B c ≡ m 2 e /e. Using Schwinger's proper-time method, we extract leading magnetic-field contributions to the above processes. Our result is valid throughout the kinematic regime where both neutrino and photon energies(More)
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