Dynamic forecasting performance and liquidity evaluation of financial market by econophysics and Bayesian methods

DOI10.1016/J.PHYSA.2021.126546MaRDI QIDQ2668299zbMATH OpenOpenAlexFDO

Authors Jiang-Cheng Li, Chen Tao, Haifeng Li

Publication date 3 March 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2021.126546

zbMATH Keywords

agent-based modeleconophysicsliquidity risk assessmentmachine learning thinkingmicrocosmic evolution models

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

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Cited in

(4)

• Stability of financial market driven by information delay and liquidity in delay agent-based model
• An approach for measuring corporation financial stability by econophysics and Bayesian method
• Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems
• A data-driven kinetic model for opinion dynamics with social network contacts

Describes a project that uses

Uses Software

• BayesDA
• GenSA

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