Elongated self-propelled particles roaming a closed arena present financial stylized facts
Elongated self-propelled particles roaming a closed arena present financial stylized facts
Archivos
Fecha
2019-07
Autores
Patterson, Germán
Parisi, Daniel
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."