artículo de publicación periódica.page.titleprefix
Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles

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dc.contributor.authorPatterson, Germán
dc.contributor.authorSornette, Didier
dc.contributor.authorParisi, Daniel
dc.date.accessioned2020-12-28T19:52:22Z
dc.date.available2020-12-28T19:52:22Z
dc.date.issued2020-04-13
dc.description.abstract"We study experimentally the properties of the flow of mechanical vibration-driven vehicles confined in two chambers connected through a narrow opening. We report that the density of particles around the opening presents critical behavior and scaling properties. By mapping this density to the financial market price, we document that the main stylized facts observed in financial systems have their counterparts in the mechanical system. The experimental model accurately reproduces financial properties such as scaling of the price fluctuation, volatility clustering, and multiscaling."en
dc.identifier.issn2470-0045
dc.identifier.urihttp://ri.itba.edu.ar/handle/123456789/3279
dc.language.isoenen
dc.relationinfo:eu-repo/semantics/altIdentifier/doi/10.1103/PhysRevE.101.042302
dc.relationinfo:eu-repo/grantAgreement/ITBA/ITBACyT/33/AR. Ciudad Autónoma de Buenos Aires
dc.relationinfo:eu-repo/grantAgreement/ANPCyT/PID/2015-003/AR. Ciudad Autónoma de Buenos Aires
dc.relationinfo:eu-repo/grantAgreement/info:eu-repo/grantAgreement/Urbix Technologies/AR. Ciudad Autónoma de Buenos Aires
dc.subjectFINANZASes
dc.subjectFISICAes
dc.titleProperties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehiclesen
dc.typeArtículos de Publicaciones Periódicases
dc.typeinfo:eu-repo/semantics/acceptedVersion
dspace.entity.typeArtículo de Publicación Periódica
itba.description.filiationFil: Patterson, Germán. Instituto Tecnológico de Buenos Aires; Argentina.
itba.description.filiationFil: Patterson, Germán. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina.
itba.description.filiationFil: Sornette, Didier. ETH Zürich; Suiza.
itba.description.filiationFil: Sornette, Didier. Southern University of Science and Technology; China.
itba.description.filiationFil: Sornette, Didier. Tokyo Institute of Technology; Japón.
itba.description.filiationFil: Sornette, Didier. University of Geneva; Suiza.
itba.description.filiationFil: Parisi, Daniel. Instituto Tecnológico de Buenos Aires; Argentina.
itba.description.filiationFil: Parisi, Daniel. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina.

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