ponencia en congreso.page.titleprefix Elongated self-propelled particles roaming a closed arena present financial stylized facts
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Date
2019-07
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Abstract
"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."
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FINANZAS, VIBRACION