Volatility flocking by Cucker-Smale mechanism in financial markets (Q2216409)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility flocking by Cucker-Smale mechanism in financial markets |
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Volatility flocking by Cucker-Smale mechanism in financial markets (English)
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15 December 2020
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Cucker-Smale model
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communication weight
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flocking
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ridge regression
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volatility-flocking index (VFI)
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