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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...

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Autors principals: Andrey Dmitriev, Andrey Lebedev, Vasily Kornilov, Victor Dmitriev
Format: Artigo
Idioma:Inglês
Publicat: Frontiers Media S.A. 2025-01-01
Col·lecció:Frontiers in Physics
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Accés en línia:https://www.frontiersin.org/articles/10.3389/fphy.2024.1508465/full
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