Artículo
Properties of balanced flows with bottlenecks: Common stylized facts in finance and vibration-driven vehicles
Fecha de publicación:
04/2020
Editorial:
American Physical Society
Revista:
Physical Review E
ISSN:
2470-0045
e-ISSN:
2470-0053
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
We study experimentally the properties of the flow of mechanical vibration-driven vehicles confined in two chambers connected through a narrow opening. We report that the density of particles around the opening presents critical behavior and scaling properties. By mapping this density to the financial market price, we document that the main stylized facts observed in financial systems have their counterparts in the mechanical system. The experimental model accurately reproduces financial properties such as scaling of the price fluctuation, volatility clustering, and multiscaling.
Palabras clave:
COLLECTIVE BEHAVIOR
,
ECONOPHYSICS
,
ACTIVE MATTER
,
SACLING LAWS
Archivos asociados
Licencia
Identificadores
Colecciones
Articulos(SEDE CENTRAL)
Articulos de SEDE CENTRAL
Articulos de SEDE CENTRAL
Citación
Patterson, Germán Agustín; Sornette, D.; Parisi, Daniel Ricardo; Properties of balanced flows with bottlenecks: Common stylized facts in finance and vibration-driven vehicles; American Physical Society; Physical Review E; 101; 4; 4-2020; 1-9
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