Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System
DOI10.1142/S0218127418501560zbMath1405.91717OpenAlexW2904314914WikidataQ128785148 ScholiaQ128785148MaRDI QIDQ4647440
Jun Wang, Guochao Wang, Rui Li
Publication date: 15 January 2019
Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218127418501560
nonlinear analysisLempel-Ziv complexitysimilarity analysiscomplexity-invariance distancefinancial statistical modelvoter dynamic system
Applications of statistics to economics (62P20) Voting theory (91B12) Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- CID: an efficient complexity-invariant distance for time series
- Testing for nonlinearity in time series: the method of surrogate data
- Ergodic theorems for weakly interacting infinite systems and the voter model
- On the phase space approach to complexity
- Statistical physics in foreign exchange currency and stock markets
- Symmetry/anti-symmetry phase transitions in crude oil markets
- Noise perturbation of the thermostat in constant temperature molecular dynamics simulations
- Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal
- On the non-randomness of maximum Lempel Ziv complexity sequences of finite size
- Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System
- Estimating the number of states of a finite-state source
- On the Complexity of Finite Sequences
- The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
- Empirical properties of asset returns: stylized facts and statistical issues
- Non-random topology of stock markets
- Estimating the Entropy Rate of Spike Trains via Lempel-Ziv Complexity
- A model for spatial conflict
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- EMPIRICAL MODE DECOMPOSITIONS AS DATA-DRIVEN WAVELET-LIKE EXPANSIONS
- Long-range power-law correlations in stock returns
This page was built for publication: Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System
