Sornette-Ide model for markets: Trader expectations as imaginary part

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dc.creatorSchulze, Christian
dc.date2002-01-12
dc.date.accessioned2026-07-07T12:06:38Z
dc.date.available2026-07-07T12:06:38Z
dc.descriptionA nonlinear differential equation of Sornette-Ide type with noise, for a complex variable, yields endogenous crashes, preceded by roughly log-periodic oscillations in the real part, and a strong increase in the imaginary part. The latter is interpreted as the trader expectation.
dc.description4 pages including two figures, for Int. J. Mod. Phys. C 14, issue 4 (2002)
dc.identifierhttps://arxiv.org/abs/cond-mat/0201192
dc.identifierhttp://arxiv.org/abs/cond-mat/0201192
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208710
dc.subjectStatistical Mechanics
dc.subjectTrading and Market Microstructure
dc.titleSornette-Ide model for markets: Trader expectations as imaginary part
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