Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System (Q4647440): Difference between revisions

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scientific article; zbMATH DE number 7001832

Language	Label	Description	Also known as
English	Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System	scientific article; zbMATH DE number 7001832

Statements

instance of

scholarly article

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title

Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System (English)

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International Journal of Bifurcation and Chaos

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publication date

15 January 2019

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zbMATH Keywords

nonlinear analysis

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financial statistical model

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voter dynamic system

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similarity analysis

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complexity-invariance distance

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Lempel-Ziv complexity

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MaRDI profile type

MaRDI publication profile

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cites work

Symmetry/anti-symmetry phase transitions in crude oil markets

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Noise perturbation of the thermostat in constant temperature molecular dynamics simulations

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Statistical physics in foreign exchange currency and stock markets

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CID: an efficient complexity-invariant distance for time series

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The Pricing of Options and Corporate Liabilities

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A model for spatial conflict

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Empirical properties of asset returns: stylized facts and statistical issues

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Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal

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Q4040029

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On the non-randomness of maximum Lempel Ziv complexity sequences of finite size

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EMPIRICAL MODE DECOMPOSITIONS AS DATA-DRIVEN WAVELET-LIKE EXPANSIONS

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On the phase space approach to complexity

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Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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Long-range power-law correlations in stock returns

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The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

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Ergodic theorems for weakly interacting infinite systems and the voter model

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On the Complexity of Finite Sequences

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Q5185817

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Q4265490

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Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System

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Q4704020

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Estimating the Entropy Rate of Spike Trains via Lempel-Ziv Complexity

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Testing for nonlinearity in time series: the method of surrogate data

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Non-random topology of stock markets

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Estimating the number of states of a finite-state source

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full work available at URL

https://doi.org/10.1142/s0218127418501560

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Identifiers

zbMATH Open document ID

1405.91717

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DOI

10.1142/S0218127418501560

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4647440

@@ Property / cites work @@
+Symmetry/anti-symmetry phase transitions in crude oil markets
+Normal rank
@@ Property / cites work @@
+Noise perturbation of the thermostat in constant temperature molecular dynamics simulations
+Normal rank
@@ Property / cites work @@
+Statistical physics in foreign exchange currency and stock markets
+Normal rank
@@ Property / cites work @@
+CID: an efficient complexity-invariant distance for time series
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A model for spatial conflict
@@ Property / cites work: A model for spatial conflict / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
+Normal rank
@@ Property / cites work @@
+Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal
+Normal rank
@@ Property / cites work @@
+Q4040029
@@ Property / cites work: Q4040029 / rank @@
+Normal rank
@@ Property / cites work @@
+On the non-randomness of maximum Lempel Ziv complexity sequences of finite size
+Normal rank
@@ Property / cites work @@
+EMPIRICAL MODE DECOMPOSITIONS AS DATA-DRIVEN WAVELET-LIKE EXPANSIONS
+Normal rank
@@ Property / cites work @@
+On the phase space approach to complexity
@@ Property / cites work: On the phase space approach to complexity / rank @@
+Normal rank
@@ Property / cites work @@
+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
+Normal rank
@@ Property / cites work @@
+Long-range power-law correlations in stock returns
+Normal rank
@@ Property / cites work @@
+The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
+Normal rank
@@ Property / cites work @@
+Ergodic theorems for weakly interacting infinite systems and the voter model
+Normal rank
@@ Property / cites work @@
+On the Complexity of Finite Sequences
@@ Property / cites work: On the Complexity of Finite Sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Q5185817
@@ Property / cites work: Q5185817 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4265490
@@ Property / cites work: Q4265490 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System
+Normal rank
@@ Property / cites work @@
+Q4704020
@@ Property / cites work: Q4704020 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the Entropy Rate of Spike Trains via Lempel-Ziv Complexity
+Normal rank
@@ Property / cites work @@
+Testing for nonlinearity in time series: the method of surrogate data
+Normal rank
@@ Property / cites work @@
+Non-random topology of stock markets
@@ Property / cites work: Non-random topology of stock markets / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the number of states of a finite-state source
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0218127418501560
+Normal rank
@@ Property / OpenAlex ID @@
+W2904314914
@@ Property / OpenAlex ID: W2904314914 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q128785148
@@ Property / Wikidata QID: Q128785148 / rank @@
+Normal rank