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

Patterson, Germán; Parisi, Daniel

Ponencia en Congreso:
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.