• Title of article

    Stochastic resonance in an interacting-agent model of stock market

  • Author/Authors

    Peter Babinec، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2002
  • Pages
    4
  • From page
    1767
  • To page
    1770
  • Abstract
    On the specific example of an interacting-agent model of speculative activity we have demonstrated that stochastic resonance (SR), where an increase in the noise (market volatility) increases the signal-to-noise ratio (SNR) describing the response to global periodic investment bias, can occur in the stock market. This phenomenon may be in principle utilized by market traders.
  • Journal title
    Chaos, Solitons and Fractals
  • Serial Year
    2002
  • Journal title
    Chaos, Solitons and Fractals
  • Record number

    899963