The time delay restraining the herd behavior with Bayesian approach
From MaRDI portal
Publication:2150950
Recommendations
Cites work
- A closed-form solution for options with stochastic volatility with applications to bond and currency options
- A theory of the term structure of interest rates
- Anticipated synchronization in coupled chaotic maps with delays
- Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes
- Different delays-induced regime shifts in a stochastic insect outbreak dynamics
- Elements for a theory of financial risks
- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
- Impact of time delays on stochastic resonance in an ecological system describing vegetation
- Introduction to Econophysics
- Multiple cross-correlation noise induced transition in a stochastic bistable system
- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
- Non-Gaussian noise-weakened stability in a foraging colony system with time delay
- Particle filters and Bayesian inference in financial econometrics
- Predicting fluctuations-caused regime shifts in a time delayed dynamics of an invading species
- Probability distribution of returns in the Heston model with stochastic volatility
- Realized Volatility
- Role of noise in a market model with stochastic volatility
- STABILITY FOR A NOVEL TIME-DELAY FINANCIAL HYPERCHAOTIC SYSTEM BY ADAPTIVE PERIODICALLY INTERMITTENT LINEAR CONTROL
- The effects of time delay on stochastic resonance in a bistable system with correlated noises
- The risks and returns of stock investment in a financial market
- The roles of mean residence time on herd behavior in a financial market
- Time-dependent solutions for stochastic systems with delays: perturbation theory and applications to financial physics
Cited in
(5)- The roles of mean residence time on herd behavior in a financial market
- Stability of financial market driven by information delay and liquidity in delay agent-based model
- Dynamic forecasting performance and liquidity evaluation of financial market by econophysics and Bayesian methods
- Double stochastic resonance in an insect ecosystem with time delays
- Safe marginal time of crude oil price via escape problem of econophysics
This page was built for publication: The time delay restraining the herd behavior with Bayesian approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2150950)