Ponencia en Congreso:
Elongated self-propelled particles roaming a closed arena present financial stylized facts

Fecha

2019-07

Título de la revista

ISSN de la revista

Título del volumen

Editor

Resumen

"We report the existence of financial stylized facts in a system of mechanical vehicles driven by vibration (VDV). The VDVs are restricted to a closed geometry that is composed of two chambers connected by an opening which allows a continuous flow of agents between the two regions. We studied the temporal evolution of the density of particles around the opening and made a statistical comparison with the price evolution of bitcoin (BTC). We found remarkable similarities between these two systems enabling us to study financial systems from a new perspective."

Descripción

Palabras clave

FINANZAS, VIBRACION

Citación

Colecciones