Particle-scale modelling of financial price dynamics.

Published in: Commun. Nonlinear Sci. Numer. Simul. (2017)

Keyphrases

scale space
decision making
dynamic model
case study
dynamical systems
stock market
nonlinear dynamics
real time
agent based models
initial conditions
multiple scales
fraud detection
scale invariant
stock price
small scale
non stationary
particle swarm optimization
long term
multiscale
machine learning