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...
Guardado en:
| Autores principales: | , |
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| Formato: | Ponencias en Congresos acceptedVersion |
| Lenguaje: | Inglés |
| Publicado: |
2021
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| Materias: | |
| Acceso en línea: | http://ri.itba.edu.ar/handle/123456789/3342 |
| Aporte de: |
| Sumario: | "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." |
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