Pages that link to "Item:Q924626"
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The following pages link to Fluctuations of interface statistical physics models applied to a stock market model (Q924626):
Displayed 8 items.
- Analysis of two-layered random interfaces for two dimensional Widom-Rowlinson's model (Q657172) (← links)
- Nonlinear fluctuation behavior of financial time series model by statistical physics system (Q1725026) (← links)
- Nonlinear behaviors of tail dependence and cross-correlation of financial time series model (Q1725400) (← links)
- Modeling and complexity of stochastic interacting Lévy type financial price dynamics (Q2150375) (← links)
- Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal (Q2341574) (← links)
- Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System (Q2800706) (← links)
- Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system (Q5129105) (← links)
- Nonlinear scaling analysis approach of agent-based Potts financial dynamical model (Q5347032) (← links)