Física
URI permanente para esta colección
Examinar
Examinando Física por Materia "FINANZAS"
Mostrando 1 - 1 de 1
Resultados por página
Opciones de ordenación
Ponencia en Congreso Elongated self-propelled particles roaming a closed arena present financial stylized facts(2019-07) Patterson, Germán; Parisi, Daniel"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."