Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Alexander Eckrot"'
Publikováno v:
PLoS ONE, Vol 11, Iss 6, p e0158444 (2016)
The world is still recovering from the financial crisis peaking in September 2008. The triggering event was the bankruptcy of Lehman Brothers. To detect such turmoils, one can investigate the time-dependent behaviour of correlations between assets or
Externí odkaz:
https://doaj.org/article/8c5fa4d4473943d1b5490a66bf6ea78b
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 462:250-254
Many models of financial markets exist, but most of them simulate single asset markets. We study a multi asset Ising model of a financial market. Each agent has two possible actions (buy/sell) for every asset. The agents dynamically adjust their coup
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7123c179dcae4c73e69d94959c96793e
https://doi.org/10.1016/j.physa.2016.06.045
https://doi.org/10.1016/j.physa.2016.06.045
Publikováno v:
Scientific Reports
Scientific Reports, Vol 7, Iss 1, Pp 1-6 (2017)
Scientific Reports, Vol 7, Iss 1, Pp 1-6 (2017)
Tipping points in complex systems are structural transitions from one state to another. In financial markets these critical points are connected to systemic risks, which have led to financial crisis in the past. Due to this, researchers are studying
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6c18bd2667db79631aad713cff370a85
https://epub.uni-regensburg.de/36313/
https://epub.uni-regensburg.de/36313/
