Econophysics — complex correlations and trend switchings in financial time series
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Quantifying trading behavior in financial markets using Google TrendsLinking agent-based models and stochastic models of financial marketsQuantifying the behavior of stock correlations under market stress.Memory effects in stock price dynamics: evidences of technical tradingMeasuring critical transitions in financial markets.Computer simulations of the Ising Model on Graphics Processing UnitsDEPENDENCY NETWORK AND NODE INFLUENCE: APPLICATION TO THE STUDY OF FINANCIAL MARKETSEditorialGPU-computing in econophysics and statistical physics
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Econophysics — complex correlations and trend switchings in financial time series
description
wetenschappelijk artikel
@nl
наукова стаття, опублікована в березні 2011
@uk
name
Econophysics — complex correlations and trend switchings in financial time series
@en
Econophysics — complex correlations and trend switchings in financial time series
@nl
type
label
Econophysics — complex correlations and trend switchings in financial time series
@en
Econophysics — complex correlations and trend switchings in financial time series
@nl
prefLabel
Econophysics — complex correlations and trend switchings in financial time series
@en
Econophysics — complex correlations and trend switchings in financial time series
@nl
P2860
P356
P1476
Econophysics — complex correlations and trend switchings in financial time series
@en
P2093
P2860
P2888
P356
10.1140/EPJST/E2011-01397-Y
P577
2011-03-01T00:00:00Z
P6179
1002523488