ponencia en congreso.page.titleprefix Elongated self-propelled particles roaming a closed arena present financial stylized facts
dc.contributor.author | Patterson, Germán | |
dc.contributor.author | Parisi, Daniel | |
dc.date.accessioned | 2021-01-25T18:06:42Z | |
dc.date.available | 2021-01-25T18:06:42Z | |
dc.date.issued | 2019-07 | |
dc.description.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." | en |
dc.identifier.issn | 0930-8989 | |
dc.identifier.uri | http://ri.itba.edu.ar/handle/123456789/3342 | |
dc.language.iso | en | en |
dc.relation | info:eu-repo/semantics/altIdentifier/doi/10.1007/978-3-030-55973-1_52 | |
dc.relation | info:eu-repo/grantAgreement/ANPCyT/PID/2015-003/AR. Ciudad Autónoma de Buenos Aires | |
dc.relation | info:eu-repo/grantAgreement/ITBACyT/2018-42/AR. Ciudad Autónoma de Buenos Aires | |
dc.relation | info:eu-repo/grantAgreement/ITBACyT/2018-43/AR. Ciudad Autónoma de Buenos Aires | |
dc.subject | FINANZAS | es |
dc.subject | VIBRACION | es |
dc.title | Elongated self-propelled particles roaming a closed arena present financial stylized facts | en |
dc.type | Ponencias en Congresos | es |
dc.type | info:eu-repo/semantics/acceptedVersion | |
dspace.entity.type | Ponencia en Congreso | |
itba.description.filiation | Fil: Patterson, Germán. Instituto Tecnológico de Buenos Aires; Argentina. | |
itba.description.filiation | Fil: Parisi, Daniel. Instituto Tecnológico de Buenos Aires; Argentina. |
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