Modelling and measuring the irrational behaviour of agents in financial markets: discovering the psychological soliton (Q508295)
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scientific article
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| English | Modelling and measuring the irrational behaviour of agents in financial markets: discovering the psychological soliton |
scientific article |
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Modelling and measuring the irrational behaviour of agents in financial markets: discovering the psychological soliton (English)
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10 February 2017
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geometric Brownian motion
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irrational fractional Brownian motion
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irrational behaviour
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soliton
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0.6962409615516663
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0.6755279302597046
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0.6723125576972961
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0.667823851108551
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0.6651914119720459
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