no code implementations • 18 Sep 2022 • Peng Liu, Yanyan Zheng
(2) The central part of return distribution is well described by the symmetrical L\'{e}vy $\alpha$-stable process with a stability parameter comparable with the value of about 1. 4 extracted in the U. S. stock market.
no code implementations • 8 Apr 2022 • Peng Liu, Yanyan Zheng
(1) The distributions of the numbers for cumulative confirmed cases and deaths obey power-law in early stages of COVID-19 and stretched exponential function in subsequent course.