Unveiling herd behavior in financial markets

DOI10.1088/1742-5468/ACEEF0MaRDI QIDQ6607295zbMATH OpenFDO

Authors Yair Neuman, Yochai Cohen

Publication date 18 September 2024

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

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

asymmetryherd behaviorordinal patternsirreversibilityshort-term predictioninterdisciplinary statistical mechanics

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Recommendations

• Evidential probability of signals on a price herd predictions: case study on solar energy companies
• Insights into the macroscopic behavior of equity markets: theory and application
• Herd behavior, bubbles and social interactions in financial markets
• Measuring herd behavior: properties and pitfalls
• Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets

Cites work

• scientific article; zbMATH DE number 48701 (Why is no real title available?)
• Deep learning
• Imbalanced learning. Foundations, algorithms, and applications
• Order patterns, their variation and change points in financial time series and Brownian motion

This page was built for publication: Unveiling herd behavior in financial markets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6607295)