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

"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 f...

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Autores principales: Patterson, Germán, Sornette, Didier, Parisi, Daniel
Formato: Artículos de Publicaciones Periódicas acceptedVersion
Lenguaje:Inglés
Publicado: 2020
Materias:
FINANZAS
FISICA
Acceso en línea:http://ri.itba.edu.ar/handle/123456789/3279
Aporte de:
Repositorio Institucional Instituto Tecnológico de Buenos Aires (ITBA) de Instituto Tecnológico de Buenos Aires (ITBA)
id I32-R138-123456789-3279
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spelling I32-R138-123456789-32792022-12-07T13:06:28Z Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles Patterson, Germán Sornette, Didier Parisi, Daniel FINANZAS FISICA "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." 2020-12-28T19:52:22Z 2020-12-28T19:52:22Z 2020-04-13 Artículos de Publicaciones Periódicas info:eu-repo/semantics/acceptedVersion 2470-0045 http://ri.itba.edu.ar/handle/123456789/3279 en info:eu-repo/semantics/altIdentifier/doi/10.1103/PhysRevE.101.042302 info:eu-repo/grantAgreement/ITBA/ITBACyT/33/AR. Ciudad Autónoma de Buenos Aires info:eu-repo/grantAgreement/ANPCyT/PID/2015-003/AR. Ciudad Autónoma de Buenos Aires info:eu-repo/grantAgreement/info:eu-repo/grantAgreement/Urbix Technologies/AR. Ciudad Autónoma de Buenos Aires application/pdf
institution Instituto Tecnológico de Buenos Aires (ITBA)
institution_str I-32
repository_str R-138
collection Repositorio Institucional Instituto Tecnológico de Buenos Aires (ITBA)
language Inglés
topic FINANZAS
FISICA
spellingShingle FINANZAS
FISICA
Patterson, Germán
Sornette, Didier
Parisi, Daniel
Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles
topic_facet FINANZAS
FISICA
description "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."
format Artículos de Publicaciones Periódicas
acceptedVersion
author Patterson, Germán
Sornette, Didier
Parisi, Daniel
author_facet Patterson, Germán
Sornette, Didier
Parisi, Daniel
author_sort Patterson, Germán
title Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles
title_short Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles
title_full Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles
title_fullStr Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles
title_full_unstemmed Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles
title_sort properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles
publishDate 2020
url http://ri.itba.edu.ar/handle/123456789/3279
work_keys_str_mv AT pattersongerman propertiesofbalancedflowswithbottleneckscommonstylizedfactsinfinanceandvibrationdrivenvehicles
AT sornettedidier propertiesofbalancedflowswithbottleneckscommonstylizedfactsinfinanceandvibrationdrivenvehicles
AT parisidaniel propertiesofbalancedflowswithbottleneckscommonstylizedfactsinfinanceandvibrationdrivenvehicles
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