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...
Saved in:
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!
|
Similar Items
-
Functional analysis of the most significant stock exchange characteristics-a case study of the Swiss stock exchange
by: Vesić Tamara, et al.
Published: (2021-01-01) -
EXCHANGE RATE VOLATILITY AND STOCK MARKET DEVELOPMENT: AN EMPIRICAL EVIDENCE FROM NIGERIA
by: Ahmed Oluwatobi ADEKUNLE
Published: (2023-11-01) -
Complexity of a Microblogging Social Network in the Framework of Modern Nonlinear Science
by: Andrey Dmitriev, et al.
Published: (2018-01-01) -
Weak gardens of Eden for 1-dimensional tessellation automata
by: Michael D. Taylor
Published: (1985-01-01) -
Self-Organized Criticality on Twitter: Phenomenological Theory and Empirical Investigation Based on Data Analysis Results
by: Andrey Dmitriev, et al.
Published: (2019-01-01)