Stability of financial market driven by information delay and liquidity in delay agent-based model
From MaRDI portal
Publication:2145000
DOI10.1016/j.physa.2022.127526OpenAlexW4280570623MaRDI QIDQ2145000
Wei Zhou, Guang-Yan Zhong, Jiang-Cheng Li
Publication date: 17 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2022.127526
Cites Work
- Unnamed Item
- Role of noise in a market model with stochastic volatility
- ARCH modeling in finance. A review of the theory and empirical evidence
- Role of the initial conditions on the enhancement of the escape time in static and fluctuating potentials
- Linear control for synchronization of a fractional-order time-delayed chaotic financial system
- Safe marginal time of crude oil price via escape problem of econophysics
- The time delay restraining the herd behavior with Bayesian approach
- An approach for measuring corporation financial stability by econophysics and Bayesian method
- Dynamic behaviors and measurements of financial market crash rate
- Geometry of quantum phase transitions
- Optimal investment problem with delay under partial information
- Coherence and anti-coherence resonance of corporation finance
- Dynamic forecasting performance and liquidity evaluation of financial market by econophysics and Bayesian methods
- Dichotomous noise-induced negative mass and mobility of inertial Brownian particle
- Maximum likelihood estimation of a migration matrix and effective population sizes in n subpopulations by using a coalescent approach
- Linking agent-based models and stochastic models of financial markets
- Delay and noise induced regime shift and enhanced stability in gene expression dynamics
- Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
- VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS
- Probability distribution of returns in the Heston model with stochastic volatility*
- Probability Distribution of the Residence Times in Periodically Fluctuating Metastable Systems
- STABILITY FOR A NOVEL TIME-DELAY FINANCIAL HYPERCHAOTIC SYSTEM BY ADAPTIVE PERIODICALLY INTERMITTENT LINEAR CONTROL
- A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering
- Stochastic Dynamics of Two Picophytoplankton Populations in a Real Marine Ecosystem
- Introduction to Econophysics
- Econophysics and sociophysics: recent progress and future directions. Proceedings of the international workshop Econophys-2015, Jawaharlal Nehru University and University of Delhi, New Delhi, November 27 -- December 1, 2015
- Deciphering the imprint of topology on nonlinear dynamical network stability
This page was built for publication: Stability of financial market driven by information delay and liquidity in delay agent-based model
