Noise and Financial Stylized Facts: A Stick Balancing Approach
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DOI: 10.3390/e25040557
Abstract: In this work, we address the beneficial role of noise in two different contexts, the human brain and financial markets. In particular, the similitude between the ability of financial markets to maintain in equilibrium asset… read more here.
Keywords: stylized facts; stick balancing; financial markets; financial stylized ... See more keywords