Presentaciones a Congresos
Permanent URI for this collection
Browse
Browsing Presentaciones a Congresos by Subject "FINANZAS"
Now showing 1 - 1 of 1
Results Per Page
Sort Options
ponencia en congreso.listelement.badge 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."