Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump
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Publication:2159662
DOI10.1016/j.physa.2019.04.019MaRDI QIDQ2159662
Bo Zhang, Jun Wang, Wei Zhang, Yiduan Wang, Guochao Wang
Publication date: 2 August 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2019.04.019
statistical physics; continuum percolation; financial time series model; multiscale complex entropy; multiscale statistical and complex analysis; stochastic Ising system
82-XX: Statistical mechanics, structure of matter
Uses Software