Stochastic resonance in an interacting-agent model of stock market.

DOI10.1016/S0960-0779(01)00186-2zbMath1068.91026WikidataQ58145633 ScholiaQ58145633MaRDI QIDQ1609985

Peter Babinec

Publication date: 20 August 2002

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items

Stochastic resonance in a mono-stable system subject to frequency mixing periodic force and noise ⋮ A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation ⋮ Dynamic risk resonance between crude oil and stock market by econophysics and machine learning ⋮ Stochastic resonance as a model for financial market crashes and bubbles

Cites Work

• Stochastic resonance in the Weidlich model of public opinion formation
• STOCHASTIC RESONANCE: TUTORIAL AND UPDATE
• Time-Dependent Statistics of the Ising Model

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