Entropy and Recurrence Measures of a Financial Dynamic System by an Interacting Voter System

A financial time series agent-based model is reproduced and investigated by the statistical physics system, the finite-range interacting voter system. The voter system originally describes the collective behavior of voters who constantly update their positions on a particular topic, which is a conti...

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Bibliographic Details
Main Authors: Hong-Li Niu, Jun Wang
Format: Article
Language:English
Published: MDPI AG 2015-04-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/17/5/2590