Modeling and complexity of stochastic interacting Lévy type financial price dynamics (Q2150375)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Modeling and complexity of stochastic interacting Lévy type financial price dynamics
scientific article

    Statements

    Modeling and complexity of stochastic interacting Lévy type financial price dynamics (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    27 June 2022
    0 references
    0 references
    nonlinear fluctuation complexity
    0 references
    lattice oriented percolation
    0 references
    Potts dynamics
    0 references
    Lévy type process
    0 references
    Lempel-Ziv complexity
    0 references
    fractional sample entropy
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references