www.elsevier.com/locate/physa Stochastic resonance as a model for $nancial market crashes and bubble
We demonstrate the phenomenon of stochastic resonance in a nonlinear chemical reaction. The term sto...
Stochastic resonance is a nonlinear phenomenon in which the activity of a dynamical system becomes m...
We speculate that the stochastic resonance (SR) phenomenon could provide a useful and alternative to...
We report on our model study of stochastic resonance in the stock market using numerical simulation ...
Stochastic resonance (SR) is a phenomenon which can be observed in some nonlinear dynamic systems un...
As the stock market came to the attention of increasing numbers of physicists, an idea that has rece...
We develop a simple model of the exchange rate in which agents op-timize their portfolio and use dif...
In this paper we draw upon the close relationship between statistical physics and mathematical finan...
A reduced form model for the join dynamics of liquidity and asset prices is proposed. The self-reinf...
We study a rational expectation model of bubbles and crashes. The model has two components: (1) our ...
We study a rational expectation model of bubbles and crashes. The model has two components: (1) our ...
We outline the historical development of stochastic resonance (SR), a phenomenon in which the signal...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...
We study a rational expectation model of bubbles and crashes. The model has two components : (1) our...
We present a model in which an asset bubble can persist despite the presence of rational arbitrageur...
We demonstrate the phenomenon of stochastic resonance in a nonlinear chemical reaction. The term sto...
Stochastic resonance is a nonlinear phenomenon in which the activity of a dynamical system becomes m...
We speculate that the stochastic resonance (SR) phenomenon could provide a useful and alternative to...
We report on our model study of stochastic resonance in the stock market using numerical simulation ...
Stochastic resonance (SR) is a phenomenon which can be observed in some nonlinear dynamic systems un...
As the stock market came to the attention of increasing numbers of physicists, an idea that has rece...
We develop a simple model of the exchange rate in which agents op-timize their portfolio and use dif...
In this paper we draw upon the close relationship between statistical physics and mathematical finan...
A reduced form model for the join dynamics of liquidity and asset prices is proposed. The self-reinf...
We study a rational expectation model of bubbles and crashes. The model has two components: (1) our ...
We study a rational expectation model of bubbles and crashes. The model has two components: (1) our ...
We outline the historical development of stochastic resonance (SR), a phenomenon in which the signal...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...
We study a rational expectation model of bubbles and crashes. The model has two components : (1) our...
We present a model in which an asset bubble can persist despite the presence of rational arbitrageur...
We demonstrate the phenomenon of stochastic resonance in a nonlinear chemical reaction. The term sto...
Stochastic resonance is a nonlinear phenomenon in which the activity of a dynamical system becomes m...
We speculate that the stochastic resonance (SR) phenomenon could provide a useful and alternative to...
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