Unveiling herd behavior in financial markets

DOI10.1088/1742-5468/ACEEF0MaRDI QIDQ6607295FDOQ6607295

Authors: Yair Neuman, Yochai Cohen 

Publication date: 18 September 2024

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

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zbMATH Keywords

asymmetryherd behaviorordinal patternsirreversibilityshort-term predictioninterdisciplinary statistical mechanics

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Title not available (Why is that?)
• Imbalanced learning. Foundations, algorithms, and applications
• Deep learning
• Order patterns, their variation and change points in financial time series and Brownian motion

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