Pages that link to "Item:Q1852545"
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The following pages link to Stochastic resonance as a model for financial market crashes and bubbles (Q1852545):
Displaying 11 items.
- Real space renormalization group study of the two-dimensional super-antiferromagnetic Ising model (Q653068) (← links)
- Stochastic resonance in an interacting-agent model of stock market. (Q1609985) (← links)
- Noise and periodic signal induced stochastic resonance in a Langevin equation with random mass and frequency (Q2158903) (← links)
- Bubbles and crashes: gradient dynamics in financial markets (Q2271680) (← links)
- A model for prejudiced learning in noisy environments (Q2572686) (← links)
- Coherence and stochastic resonance in the fractional-birhythmic self-sustained system subjected to fractional time-delay feedback and Lévy noise (Q2679924) (← links)
- Bifurcation and chaotic behavior of credit risk contagion based on FitzHugh-Nagumo system (Q2864940) (← links)
- Noise-Induced Resonance in Bistable Systems Caused by Delay Feedback (Q3375543) (← links)
- MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS (Q5706691) (← links)
- The roles of extrinsic periodic information on the stability of stock price (Q6176894) (← links)
- Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems (Q6592534) (← links)
