Fluctuation-driven price dynamics and investment strategies
نویسندگان
چکیده
منابع مشابه
Fluctuation-driven price dynamics and investment strategies
Investigation of the driven mechanism of the price dynamics in complex financial systems is important and challenging. In this paper, we propose an investment strategy to study how dynamic fluctuations drive the price movements. The strategy is successfully applied to different stock markets in the world, and the result indicates that the driving effect of the dynamic fluctuations is rather rob...
متن کاملInvestment Driven Exchange Rate Dynamics
Macroeconomic exchange rate research has primarily been focused on the consumption correlation puzzle identi ed by Backus and Smith (1993). This research has largely ignored the dynamic correlations present between exchange rates and other macro variables such as output, and investment. In this paper I build evidence that a relationship may exist between gross national investment and exchange r...
متن کاملFluctuation-driven dynamics of the internet topology.
We study the dynamics of the Internet topology based on empirical data on the level of the autonomous systems. It is found that the fluctuations occurring in the stochastic process of connecting and disconnecting edges are important features of the Internet dynamics. The network's overall growth can be described approximately by a single characteristic degree growth rate g(eff) approximately 0....
متن کاملFluctuation-Driven Adaptation and Symbiosis in Cellular Dynamics
Biological systems can generally adapt environmental changes and to create symbiotic relationship with other species, by changing their intra-cellular states flexibly. However, the mechanisms for such flexible adaptation and creation of symbiotic relationship remain unclear. In this study, by using simple computer models of cells, we show that for cells whose gene expression fluctuate stochasti...
متن کاملEnergy Dissipation and Fluctuation-Response in Driven Quantum Langevin Dynamics
Energy dissipation in a nonequilibrium steady state is studied in driven quantum Langevin systems. We study energy dissipation flow to thermal environment, and obtain a general formula for the average rate of energy dissipation using an autocorrelation function for the system variable. This leads to a general expression of the equality that connects the violation of the fluctuation-response rel...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: PLOS ONE
سال: 2017
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0189274