Voter interacting systems applied to Chinese stock markets
From MaRDI portal
Publication:554607
DOI10.1016/j.matcom.2011.03.013zbMath1218.91176OpenAlexW2018935725MaRDI QIDQ554607
Tiansong Wang, Wen Fang, Junhuan Zhang, Jun Wang
Publication date: 4 August 2011
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2011.03.013
Statistical methods; risk measures (91G70) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic particle methods (65C35)
Related Items
Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation, Nonlinear scaling analysis approach of agent-based Potts financial dynamical model, Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems, Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system, Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system, Nonlinear behaviors of tail dependence and cross-correlation of financial time series model, Volatility degree forecasting of stock market by stochastic time strength neural network, Phase and multifractality analyses of random price time series by finite-range interacting biased voter system, Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- Jump diffusion model with application to the Japanese stock market
- Universal contingent claims in a general market environment and multiplicative measures: examples and applications
- Tests of long memory: a bootstrap approach
- Percolation
- Long-Term Memory in Stock Market Prices
- MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS