Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump
DOI10.1016/J.PHYSA.2019.04.019OpenAlexW2938034606MaRDI QIDQ2159662FDOQ2159662
Authors: Bo Zhang, Guochao Wang, Yiduan Wang, Wei Zhang, Jun 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
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continuum percolationstatistical physicsfinancial time series modelmultiscale complex entropymultiscale statistical and complex analysisstochastic Ising system
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Cited In (3)
- A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises)
- STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS
- Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation
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