Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems
From MaRDI portal
Cites work
- A novel stochastic resonance model based on bistable stochastic pooling network and its application
- An approach for measuring corporation financial stability by econophysics and Bayesian method
- Coherence and anti-coherence resonance of corporation finance
- Double stochastic resonance in an insect ecosystem with time delays
- Dynamic forecasting performance and liquidity evaluation of financial market by econophysics and Bayesian methods
- Dynamic risk resonance between crude oil and stock market by econophysics and machine learning
- Dynamics of a stochastic system driven by cross-correlated sine-Wiener bounded noises
- Escape from a metastable state with fluctuating barrier
- Fractional econophysics: market price dynamics with memory effects
- Introduction to Econophysics
- Langevin approach to Lévy flights in fixed potentials: exact results for stationary probability distributions
- Multiplexing-based control of stochastic resonance
- Noise in ecosystems: a short review
- Optimal strategies in the treatment of cancers in the Lotka-Volterra mathematical model of competition
- Role of noise in a market model with stochastic volatility
- Stochastic resonance as a model for financial market crashes and bubbles
- Stochastic resonance in an interacting-agent model of stock market.
- The role of non-Gaussian sources in the transient dynamics of long Josephson junctions
- VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS
This page was built for publication: Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6592534)
