Complex and Entropy of Fluctuations of Agent-Based Interacting Financial Dynamics with Random Jump

Complex and Entropy of Fluctuations of Agent-Based Interacting Financial Dynamics with Random Jump

This paper investigates the complex behaviors and entropy properties for a novel random complex interacting stock price dynamics, which is established by the combination of stochastic contact process and compound Poisson process, concerning with stock return fluctuations caused by the spread of inve...

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Bibliographic Details
Main Authors: Yiduan Wang, Shenzhou Zheng, Wei Zhang, Jun Wang
Format: Article
Language:English
Published: MDPI AG 2017-09-01
Series:Entropy
Subjects:
complex and entropy
complex price dynamics model
contact process
compound Poisson process
permutation entropy
fractional permutation entropy
sample entropy
fractional sample entropy
Online Access:https://www.mdpi.com/1099-4300/19/10/512

Internet

https://www.mdpi.com/1099-4300/19/10/512

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