Articles with "kinetic description" as a keyword



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A Kinetic Description for the Herding Behavior in Financial Market

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Published in 2019 at "Journal of Statistical Physics"

DOI: 10.1007/s10955-019-02305-4

Abstract: As a continuation of the study of the herding model proposed in (Bae et al. in arXiv:1712.01085, 2017), we consider in this paper the derivation of the kinetic version of the herding model, the existence… read more here.

Keywords: description herding; behavior financial; kinetic description; herding model ... See more keywords