Anticorrelations and subdiffusion in financial systems

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dc.creatorStaliunas, Kestutis
dc.date2002-03-28
dc.date.accessioned2026-07-07T12:06:40Z
dc.date.available2026-07-07T12:06:40Z
dc.descriptionStatistical dynamics of financial systems is investigated, based on a model of a randomly coupled equation system driven by a stochastic Langevin force. Anticorrelations of price returns, and subdiffusion of prices is found from the model, and and compared with those calculated from historical $/EURO exchange rates.
dc.identifierhttps://arxiv.org/abs/cond-mat/0203591
dc.identifierhttp://arxiv.org/abs/cond-mat/0203591
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208719
dc.subjectDisordered Systems and Neural Networks
dc.subjectStatistical Mechanics
dc.subjectComputational Engineering, Finance, and Science
dc.subjectStatistical Finance
dc.titleAnticorrelations and subdiffusion in financial systems
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