Thumbnail Image
Publication

Elongated self-propelled particles roaming a closed arena present financial stylized facts

Patterson, Germán
; 
Parisi, Daniel
Type
Ponencia en congreso
Citations
Altmetric:
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."
Description
Date
2019-07
Journal Title
Journal ISSN
Volume Title
Publisher
Collections
Presentaciones a Congresos
Show all metadata
Files
Thumbnail Image
Ponencia_Patterson
Adobe PDF, 2.68 MB
Research Projects
Organizational Units
Journal Issue
Keywords
FINANZAS, VIBRACION
Citation
URI
http://ri.itba.edu.ar/handle/20.500.14769/3342
Embedded videos