Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles

Patterson, Germán; Sornette, Didier; Parisi, Daniel

Artículo de Publicación Periódica:
Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles

dc.contributor.author	Patterson, Germán
dc.contributor.author	Sornette, Didier
dc.contributor.author	Parisi, Daniel
dc.date.accessioned	2020-12-28T19:52:22Z
dc.date.available	2020-12-28T19:52:22Z
dc.date.issued	2020-04-13
dc.description.abstract	"We study experimentally the properties of the flow of mechanical vibration-driven vehicles confined in two chambers connected through a narrow opening. We report that the density of particles around the opening presents critical behavior and scaling properties. By mapping this density to the financial market price, we document that the main stylized facts observed in financial systems have their counterparts in the mechanical system. The experimental model accurately reproduces financial properties such as scaling of the price fluctuation, volatility clustering, and multiscaling."	en
dc.identifier.issn	2470-0045
dc.identifier.uri	http://ri.itba.edu.ar/handle/123456789/3279
dc.language.iso	en	en
dc.relation	info:eu-repo/semantics/altIdentifier/doi/10.1103/PhysRevE.101.042302
dc.relation	info:eu-repo/grantAgreement/ITBA/ITBACyT/33/AR. Ciudad Autónoma de Buenos Aires
dc.relation	info:eu-repo/grantAgreement/ANPCyT/PID/2015-003/AR. Ciudad Autónoma de Buenos Aires
dc.relation	info:eu-repo/grantAgreement/info:eu-repo/grantAgreement/Urbix Technologies/AR. Ciudad Autónoma de Buenos Aires
dc.subject	FINANZAS	es
dc.subject	FISICA	es
dc.title	Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles	en
dc.type	Artículos de Publicaciones Periódicas	es
dc.type	info:eu-repo/semantics/acceptedVersion
dspace.entity.type	Artículo de Publicación Periódica
itba.description.filiation	Fil: Patterson, Germán. Instituto Tecnológico de Buenos Aires; Argentina.
itba.description.filiation	Fil: Patterson, Germán. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina.
itba.description.filiation	Fil: Sornette, Didier. ETH Zürich; Suiza.
itba.description.filiation	Fil: Sornette, Didier. Southern University of Science and Technology; China.
itba.description.filiation	Fil: Sornette, Didier. Tokyo Institute of Technology; Japón.
itba.description.filiation	Fil: Sornette, Didier. University of Geneva; Suiza.
itba.description.filiation	Fil: Parisi, Daniel. Instituto Tecnológico de Buenos Aires; Argentina.
itba.description.filiation	Fil: Parisi, Daniel. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina.