Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments

DOI10.1016/j.physa.2017.11.013OpenAlexW2769837993MaRDI QIDQ2148218

Jun Wang, Yani Xing

Publication date: 23 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2017.11.013

zbMATH Keywords

empirical mode decompositioncomposite multiscale entropy3D Potts modelmicroscopic financial price series dynamicsrandom coarse-grained Lempel-Ziv complexityshuffled time series

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics

Cites Work

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