Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system

DOI10.1063/1.4930314zbMath1376.62067OpenAlexW1923494217WikidataQ42133446 ScholiaQ42133446MaRDI QIDQ4591760

Hongli Niu, Yunfan Lu, Jun Wang

Publication date: 17 November 2017

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4930314

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (4)

Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics ⋮ Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics ⋮ A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation ⋮ Multivariate multiscale entropy of financial markets

Uses Software

• StFinMetrics

Cites Work

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