Herd behavior and financial crashes: an interacting particle system approach

DOI10.1155/2016/7510567zbMath1487.91167OpenAlexW2253136002WikidataQ59127848 ScholiaQ59127848MaRDI QIDQ670597

Vincenzo Crescimanna, Luca Di Persio

Publication date: 18 March 2019

Published in: Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/7510567

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)

Cites Work

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• An evolution model of trading behavior based on peer effect in networks
• Power law analysis of financial index dynamics
• Self-organizing Ising model of financial markets
• Nonlinear analysis of return time series model by oriented percolation dynamic system
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• Gibbs random graphs on point processes
• Introduction to Econophysics
• Random Graphs

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