Coherence and anti-coherence resonance of corporation finance
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Publication:2201471
DOI10.1016/J.CHAOS.2018.12.008zbMATH Open1442.91115OpenAlexW2904530806MaRDI QIDQ2201471FDOQ2201471
Authors: Guang-Yan Zhong, Jiang-Cheng Li, Dong-Cheng Mei, Chao Long, Haifeng Li, N. S. Tang 
Publication date: 29 September 2020
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2018.12.008
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Cites Work
- Introduction to Econophysics
- Permutation entropy and its main biomedical and econophysics applications: a review
- Sustained oscillations via coherence resonance in SIR
- Coherence Resonance in a Noise-Driven Excitable System
- Lotka-Volterra model parameter estimation using experiential data
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- Role of noise in a market model with stochastic volatility
- Econophysics and sociophysics: recent progress and future directions. Proceedings of the international workshop Econophys-2015, Jawaharlal Nehru University and University of Delhi, New Delhi, November 27 -- December 1, 2015
Cited In (10)
- CONIC FINANCE AND THE CORPORATE BALANCE SHEET
- Coherence resonance-like and efficiency of financial market
- Inhibition enhances the coherence in the Jacobi neuronal model
- Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems
- Stability of financial market driven by information delay and liquidity in delay agent-based model
- Coherence resonance in neural networks: theory and experiments
- Dynamic forecasting performance and liquidity evaluation of financial market by econophysics and Bayesian methods
- Dynamic behaviors and measurements of financial market crash rate
- Safe marginal time of crude oil price via escape problem of econophysics
- The nonlinear mechanisms underlying the various stochastic dynamics evoked from different bursting patterns in a neuronal model
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