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
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