Title of article :
Stochastic resonance in an interacting-agent model of stock market
Author/Authors :
Peter Babinec، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2002
Pages :
4
From page :
1767
To page :
1770
Abstract :
On the specific example of an interacting-agent model of speculative activity we have demonstrated that stochastic resonance (SR), where an increase in the noise (market volatility) increases the signal-to-noise ratio (SNR) describing the response to global periodic investment bias, can occur in the stock market. This phenomenon may be in principle utilized by market traders.
Journal title :
Chaos, Solitons and Fractals
Serial Year :
2002
Journal title :
Chaos, Solitons and Fractals
Record number :
899963
Link To Document :
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