Fuzzy entropy complexity and multifractal behavior of statistical physics financial dynamics
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DOI: 10.1016/j.physa.2018.04.086
Abstract: Abstract The present paper introduces a novel stochastic statistical physics financial system by combining exclusion system with compound Poisson process. The financial system is a model concerning with price fluctuations derived from dissemination of trading… read more here.
Keywords: fuzzy entropy; physics financial; physics; entropy complexity ... See more keywords