Stock Market Crashes as Phase Transitions.
Andrii BielinskyiVladimir N. SolovievVictoria SolovievaAndriy MatviychukSerhii V. HushkoHalyna VelykoivanenkoPublished in: ICTERI (2023)
Keyphrases
- stock market
- phase transition
- constraint satisfaction
- short term
- satisfiability problem
- trading rules
- np complete
- random constraint satisfaction problems
- randomly generated
- financial time series
- stock exchange
- random instances
- hard problems
- stock price
- listed companies
- graph coloring
- stock returns
- stock data
- stock index futures
- np complete problems
- long term
- financial data
- financial markets
- sat problem
- financial news
- garch model
- cellular automata
- random graphs