Nonlinear scaling analysis approach of agent-based Potts financial dynamical model

DOI10.1063/1.4898014MaRDI QIDQ5347032zbMATH OpenOpenAlexWikidataFDO

Authors Weijia Hong, Jun Wang

Publication date 19 May 2017

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.4898014

Mathematics Subject Classification ID

Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Microeconomic theory (price theory and economic markets) (91B24) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

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Cited in

(8)

• Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments
• Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model
• Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump
• Nonlinear analysis of return time series model by oriented percolation dynamic system
• Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics
• Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
• Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system
• Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system

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