Stochastic resonance in an interacting-agent model of stock market.

DOI10.1016/S0960-0779(01)00186-2MaRDI QIDQ1609985zbMATH OpenWikidataFDO

Authors Peter Babinec

Publication date 20 August 2002

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Nonlinear systems in control theory (93C10)

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Cites work

• STOCHASTIC RESONANCE: TUTORIAL AND UPDATE
• Stochastic resonance in the Weidlich model of public opinion formation
• Time-Dependent Statistics of the Ising Model

Cited in

(7)

• Dynamic risk resonance between crude oil and stock market by econophysics and machine learning
• Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems
• A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation
• Role of noise in a market model with stochastic volatility
• Stochastic resonance in a mono-stable system subject to frequency mixing periodic force and noise
• Stochastic resonance as a model for financial market crashes and bubbles
• Coherence and anti-coherence resonance of corporation finance

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