Volatility flocking by Cucker-Smale mechanism in financial markets (Q2216409)
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scientific article; zbMATH DE number 7286180
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| English | Volatility flocking by Cucker-Smale mechanism in financial markets |
scientific article; zbMATH DE number 7286180 |
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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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0.8653076887130737
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0.8015552163124084
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0.7739655375480652
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0.7701429128646851
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