Coherence resonance-like and efficiency of financial market

DOI10.1016/j.physa.2019.122327OpenAlexW2968978374WikidataQ127405828 ScholiaQ127405828MaRDI QIDQ2163739

Dong-Cheng Mei, Guang-Yan Zhong, Feng He, Jiang-Cheng Li, Nian Sheng Tang

Publication date: 10 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.122327

zbMATH Keywords

Bayesian estimationstochastic simulationcoherence resonanceeconophysicscharacteristic correlation time

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (5)

The nonlinear mechanisms underlying the various stochastic dynamics evoked from different bursting patterns in a neuronal model ⋮ Forecasting the crude oil prices based on econophysics and Bayesian approach ⋮ Dynamic forecasting performance and liquidity evaluation of financial market by econophysics and Bayesian methods ⋮ Coherence resonance in neural networks: theory and experiments ⋮ Forecasting price of financial market crash via a new nonlinear potential GARCH model

Uses Software

• BSA

Cites Work

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