Complex similarity and fluctuation dynamics of financial markets on voter interacting dynamic system
DOI10.1142/S0218127418501560zbMATH Open1405.91717OpenAlexW2904314914WikidataQ128785148 ScholiaQ128785148MaRDI QIDQ4647440FDOQ4647440
Authors: Rui Li, Jun Wang, Guochao Wang 
Publication date: 15 January 2019
Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218127418501560
Recommendations
- Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system
- Modeling and complexity of stochastic interacting Lévy type financial price dynamics
- Phase and multifractality analyses of random price time series by finite-range interacting biased voter system
- Voter interacting systems applied to Chinese stock markets
- Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments
nonlinear analysisLempel-Ziv complexitysimilarity analysiscomplexity-invariance distancefinancial statistical modelvoter dynamic system
Applications of statistics to economics (62P20) Voting theory (91B12) Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)
Cites Work
- The pricing of options and corporate liabilities
- Empirical properties of asset returns: stylized facts and statistical issues
- Testing for nonlinearity in time series: the method of surrogate data
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
- Title not available (Why is that?)
- Title not available (Why is that?)
- Ergodic theorems for weakly interacting infinite systems and the voter model
- On the Complexity of Finite Sequences
- A model for spatial conflict
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimating the Entropy Rate of Spike Trains via Lempel-Ziv Complexity
- CID: an efficient complexity-invariant distance for time series
- Noise perturbation of the thermostat in constant temperature molecular dynamics simulations
- Statistical physics in foreign exchange currency and stock markets
- EMPIRICAL MODE DECOMPOSITIONS AS DATA-DRIVEN WAVELET-LIKE EXPANSIONS
- Estimating the number of states of a finite-state source
- On the phase space approach to complexity
- Long-range power-law correlations in stock returns
- On the non-randomness of maximum Lempel Ziv complexity sequences of finite size
- Symmetry/anti-symmetry phase transitions in crude oil markets
- Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal
- Nonlinear analysis on cross-correlation of financial time series by continuum percolation system
- Non-random topology of stock markets
Cited In (5)
- Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments
- Phase and multifractality analyses of random price time series by finite-range interacting biased voter system
- Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system
- Voter interacting systems applied to Chinese stock markets
- Analysis of the dispersion Havrda-Charvat entropy plane in financial time series
This page was built for publication: Complex similarity and fluctuation dynamics of financial markets on voter interacting dynamic system
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4647440)
