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Information dissipation as an early-warning signal for the Lehman Brothers collapse in financial time series
In financial markets, participants locally optimize their profit which can result in a globally unstable state leading to a catastrophic change. The largest crash in the past decades is the bankruptcy of Lehman Brothers which was followed by a trust-based crisis between banks due to high-risk tradin...
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| Main Authors: | , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Nature Publishing Group
2013
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3667490/ https://ncbi.nlm.nih.gov/pubmed/23719567 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep01898 |
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