Dynamic risk resonance between crude oil and stock market by econophysics and machine learning

DOI10.1016/J.PHYSA.2022.128212MaRDI QIDQ2096786zbMATH OpenOpenAlexFDO

Authors Jiang-Cheng Li, Ming-Zhe Xu, Chen Tao, X. Han

Publication date 11 November 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2022.128212

zbMATH Keywords

dynamic predictioneconophysicsmachine learningsignal power amplificationstochastic resonance

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• Estimating the dimension of a model
• Geometry of quantum phase transitions
• Introduction to Econophysics
• Linking agent-based models and stochastic models of financial markets
• On quantumness in multi-parameter quantum estimation
• Role of noise in a market model with stochastic volatility
• Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
• Stochastic resonance in an interacting-agent model of stock market.
• VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS

Cited in

(2)

• Safe marginal time of crude oil price via escape problem of econophysics
• Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems

Describes a project that uses

Uses Software

• GenSA

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