Nucleation of Market Shocks in Sornette-Ide model

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dc.creatorProykova, Ana
dc.creatorRoussenova, Lena
dc.creatorStauffer, Dietrich
dc.date2001-10-06
dc.date2001-11-16
dc.date.accessioned2026-07-07T12:06:37Z
dc.date.available2026-07-07T12:06:37Z
dc.descriptionThe Sornette-Ide differential equation of herding and rational trader behaviour together with very small random noise is shown to lead to crashes or bubbles where the price change goes to infinity after an unpredictable time. About 100 time steps before this singularity, a few predictable roughly log-periodic oscillations are seen.
dc.descriptionFor APFA 3, London, Dec. 2001; four figures ; 6 pages total;corrected typos
dc.identifierhttps://arxiv.org/abs/cond-mat/0110124
dc.identifierhttp://arxiv.org/abs/cond-mat/0110124
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208703
dc.subjectStatistical Mechanics
dc.subjectStatistical Finance
dc.titleNucleation of Market Shocks in Sornette-Ide model
dc.typetext

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