Self-organization of the stock exchange to the edge of a phase transition: empirical and theoretical studies

Our study is based on the hypothesis that stock exchanges, being nonlinear, open and dissipative systems, are capable of self-organization to the edge of a phase transition. To empirically support the hypothesis, we find segments in hourly stock volume series for 3,000 stocks of publicly traded comp...

Full description

Saved in:
Bibliographic Details
Main Authors: Andrey Dmitriev, Andrey Lebedev, Vasily Kornilov, Victor Dmitriev
Format: Article
Language:English
Published: Frontiers Media S.A. 2025-01-01
Series:Frontiers in Physics
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/fphy.2024.1508465/full
Tags: Add Tag
No Tags, Be the first to tag this record!