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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2015-04-01
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Series: | Entropy |
Subjects: | |
Online Access: | http://www.mdpi.com/1099-4300/17/5/2590 |