Complex similarity and fluctuation dynamics of financial markets on voter interacting dynamic system
From MaRDI portal
Publication:4647440
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
Cites work
- scientific article; zbMATH DE number 193169 (Why is no real title available?)
- scientific article; zbMATH DE number 1350307 (Why is no real title available?)
- scientific article; zbMATH DE number 1373207 (Why is no real title available?)
- scientific article; zbMATH DE number 3892344 (Why is no real title available?)
- A model for spatial conflict
- CID: an efficient complexity-invariant distance for time series
- Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal
- EMPIRICAL MODE DECOMPOSITIONS AS DATA-DRIVEN WAVELET-LIKE EXPANSIONS
- Empirical properties of asset returns: stylized facts and statistical issues
- Ergodic theorems for weakly interacting infinite systems and the voter model
- Estimating the Entropy Rate of Spike Trains via Lempel-Ziv Complexity
- Estimating the number of states of a finite-state source
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Long-range power-law correlations in stock returns
- Noise perturbation of the thermostat in constant temperature molecular dynamics simulations
- Non-random topology of stock markets
- Nonlinear analysis on cross-correlation of financial time series by continuum percolation system
- On the Complexity of Finite Sequences
- On the non-randomness of maximum Lempel Ziv complexity sequences of finite size
- On the phase space approach to complexity
- Statistical physics in foreign exchange currency and stock markets
- Symmetry/anti-symmetry phase transitions in crude oil markets
- Testing for nonlinearity in time series: the method of surrogate data
- The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
- The pricing of options and corporate liabilities
Cited in
(5)- 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
- Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments
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)