Pages that link to "Item:Q4239953"
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The following pages link to Can percolation theory be applied to the stock market? (Q4239953):
Displaying 14 items.
- Fluctuations of stock price model by statistical physics systems (Q984186) (← links)
- Nonlinear fluctuation behavior of financial time series model by statistical physics system (Q1725026) (← links)
- Fluctuation behavior analysis of stochastic exclusion financial dynamics with random jump (Q2137676) (← links)
- Fluctuation entropy and complexity of financial percolation model with random jump on gasket fractal lattice (Q2162568) (← links)
- Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal (Q2341574) (← links)
- A continuum percolation model for stock price fluctuation as a Lévy process (Q2341613) (← links)
- Effects of technical traders in a synthetic stock market (Q2716549) (← links)
- Diffusion and aggregation in an agent based model of stock market fluctuations (Q2718385) (← links)
- Econophysics -- a new area for computational statistical physics? (Q2718395) (← links)
- Nonlinear analysis on cross-correlation of financial time series by continuum percolation system (Q2800706) (← links)
- PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS (Q4425246) (← links)
- Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system (Q5129105) (← links)
- Ising-correlated clusters in the Cont-Bouchaud stock market model (Q5935277) (← links)
- Invasion-percolation and statistics of US Treasury bonds (Q5947857) (← links)