Pages that link to "Item:Q554607"
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The following pages link to Voter interacting systems applied to Chinese stock markets (Q554607):
Displaying 10 items.
- Volatility degree forecasting of stock market by stochastic time strength neural network (Q473664) (← links)
- Nonlinear behaviors of tail dependence and cross-correlation of financial time series model (Q1725400) (← links)
- Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation (Q2147632) (← links)
- Phase and multifractality analyses of random price time series by finite-range interacting biased voter system (Q2259773) (← links)
- Nonlinear analysis on cross-correlation of financial time series by continuum percolation system (Q2800706) (← links)
- Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems (Q4591654) (← links)
- Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system (Q4591760) (← links)
- Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System (Q4647440) (← 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)
