Ponencia en Congreso:
Elongated self-propelled particles roaming a closed arena present financial stylized facts

dc.contributor.authorPatterson, Germán
dc.contributor.authorParisi, Daniel
dc.date.accessioned2021-01-25T18:06:42Z
dc.date.available2021-01-25T18:06:42Z
dc.date.issued2019-07
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.issn0930-8989
dc.identifier.urihttp://ri.itba.edu.ar/handle/123456789/3342
dc.language.isoenen
dc.relationinfo:eu-repo/semantics/altIdentifier/doi/10.1007/978-3-030-55973-1_52
dc.relationinfo:eu-repo/grantAgreement/ANPCyT/PID/2015-003/AR. Ciudad Autónoma de Buenos Aires
dc.relationinfo:eu-repo/grantAgreement/ITBACyT/2018-42/AR. Ciudad Autónoma de Buenos Aires
dc.relationinfo:eu-repo/grantAgreement/ITBACyT/2018-43/AR. Ciudad Autónoma de Buenos Aires
dc.subjectFINANZASes
dc.subjectVIBRACIONes
dc.titleElongated self-propelled particles roaming a closed arena present financial stylized factsen
dc.typePonencias en Congresoses
dc.typeinfo:eu-repo/semantics/acceptedVersion
dspace.entity.typePonencia en Congreso
itba.description.filiationFil: Patterson, Germán. Instituto Tecnológico de Buenos Aires; Argentina.
itba.description.filiationFil: Parisi, Daniel. Instituto Tecnológico de Buenos Aires; Argentina.
Archivos
Bloque original
Mostrando1 - 1 de 1
Miniatura
Nombre:
7_Patterson_Parisi_2019_FISICAponencia.pdf
Tamaño:
2.68 MB
Formato:
Adobe Portable Document Format
Descripción:
Ponencia_Patterson
Bloque de licencias
Mostrando1 - 1 de 1
No hay miniatura disponible
Nombre:
license.txt
Tamaño:
1.6 KB
Formato:
Item-specific license agreed upon to submission
Descripción:
Colecciones