Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump
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DOI: 10.1016/j.physa.2019.04.019
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- Zhang, Lihong & Wang, Jun & Wang, Bin, 2020. "Energy market prediction with novel long short-term memory network: Case study of energy futures index volatility," Energy, Elsevier, vol. 211(C).
- Ditian Zhang & Yangyang Zhuang & Pan Tang & Hongjuan Peng & Qingying Han, 2023. "Financial price dynamics and phase transitions in the stock markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 96(3), pages 1-21, March.
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Keywords
Statistical physics; Multiscale statistical and complex analysis; Financial time series model; Stochastic Ising system; Continuum percolation; Multiscale complex entropy;All these keywords.
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