Financial interaction networks inferred from traded volumes
نویسندگان
چکیده
منابع مشابه
Modelling Share Volume Traded in Financial Markets
A simple analytically solvable model exhibiting a 1/f spectrum in an arbitrarily wide frequency range was recently proposed by Kaulakys and Meškauskas (KM). Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is Brownian fluctuations of the average intervent time between subsequent pulses of the pulse sequence. We generalize the KM model to reproduce the variet...
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ژورنال
عنوان ژورنال: Journal of Statistical Mechanics: Theory and Experiment
سال: 2014
ISSN: 1742-5468
DOI: 10.1088/1742-5468/2014/07/p07008