Complex and Entropy of Fluctuations of Agent-Based Interacting Financial Dynamics with Random Jump
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DOI: 10.3390/e19100512
Abstract: This paper investigates the complex behaviors and entropy properties for a novel random complex interacting stock price dynamics, which is established by the combination of stochastic contact process and compound Poisson process, concerning with stock… read more here.
Keywords: random jump; entropy; complex entropy; complex dynamics ... See more keywords