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

"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 t...

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Autores principales: Patterson, Germán, Parisi, Daniel
Formato: Ponencias en Congresos acceptedVersion
Lenguaje:Inglés
Publicado: 2021
Materias:
FINANZAS
VIBRACION
Acceso en línea:http://ri.itba.edu.ar/handle/123456789/3342
Aporte de:
Repositorio Institucional Instituto Tecnológico de Buenos Aires (ITBA) de Instituto Tecnológico de Buenos Aires (ITBA)
id I32-R138-123456789-3342
record_format dspace
spelling I32-R138-123456789-33422022-12-07T14:13:54Z Elongated self-propelled particles roaming a closed arena present financial stylized facts Patterson, Germán Parisi, Daniel FINANZAS VIBRACION "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." 2021-01-25T18:06:42Z 2021-01-25T18:06:42Z 2019-07 Ponencias en Congresos info:eu-repo/semantics/acceptedVersion 0930-8989 http://ri.itba.edu.ar/handle/123456789/3342 en info:eu-repo/semantics/altIdentifier/doi/10.1007/978-3-030-55973-1_52 info:eu-repo/grantAgreement/ANPCyT/PID/2015-003/AR. Ciudad Autónoma de Buenos Aires info:eu-repo/grantAgreement/ITBACyT/2018-42/AR. Ciudad Autónoma de Buenos Aires info:eu-repo/grantAgreement/ITBACyT/2018-43/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
VIBRACION
spellingShingle FINANZAS
VIBRACION
Patterson, Germán
Parisi, Daniel
Elongated self-propelled particles roaming a closed arena present financial stylized facts
topic_facet FINANZAS
VIBRACION
description "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."
format Ponencias en Congresos
acceptedVersion
author Patterson, Germán
Parisi, Daniel
author_facet Patterson, Germán
Parisi, Daniel
author_sort Patterson, Germán
title Elongated self-propelled particles roaming a closed arena present financial stylized facts
title_short Elongated self-propelled particles roaming a closed arena present financial stylized facts
title_full Elongated self-propelled particles roaming a closed arena present financial stylized facts
title_fullStr Elongated self-propelled particles roaming a closed arena present financial stylized facts
title_full_unstemmed Elongated self-propelled particles roaming a closed arena present financial stylized facts
title_sort elongated self-propelled particles roaming a closed arena present financial stylized facts
publishDate 2021
url http://ri.itba.edu.ar/handle/123456789/3342
work_keys_str_mv AT pattersongerman elongatedselfpropelledparticlesroamingaclosedarenapresentfinancialstylizedfacts
AT parisidaniel elongatedselfpropelledparticlesroamingaclosedarenapresentfinancialstylizedfacts
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