Stock volatility as an anomalous diffusion process

Stock volatility as an anomalous diffusion process

Anomalous diffusion (AD) describes transport phenomena where the mean-square displacement (MSD) of a particle does not scale linearly with time, deviating from classical diffusion. This behavior, often linked to non-equilibrium phenomena, sheds light on the underlying mechanisms in various systems,...

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Bibliographic Details
Main Authors: Rubén V. Arévalo, J. Alberto Conejero, Òscar Garibo-i-Orts, Alfred Peris
Format: Article
Language:English
Published: AIMS Press 2024-12-01
Series:AIMS Mathematics
Subjects:
volatility
anomalous diffusion
recurrent neural network
stock markets
andi-challenge
Online Access:https://www.aimspress.com/article/doi/10.3934/math.20241663
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