Financial Brownian particle in the layered order-book fluid and fluctuation-dissipation relations.

Yura, Yoshihiro; Takayasu, Hideki; Sornette, Didier; Takayasu, Misako

Yura, Yoshihiro; Takayasu, Hideki; Sornette, Didier; Takayasu, Misako.

Afiliação

Yura Y; Department of Computational Intelligence and Systems Science, Interdisciplinary Graduate School of Science and Engineering, Tokyo Institute of Technology 4259 Nagatsuta-cho, Yokohama 226-8502, Japan and Department of Management, Technology, and Economics, ETH Zurich, Scheuchzerstrasse 7, 8092 Zurich
Takayasu H; Sony Computer Science Laboratories, 3-14-13, Higashi-Gotanda, Shinagawa-ku, Tokyo 141-0022, Japan and Meiji Institute for Advanced Study of Mathematical Sciences, Meiji University, 4-21-1 Nakano, Nakano-ku, Tokyo 164-8525, Japan.
Sornette D; Department of Management, Technology, and Economics, ETH Zurich, Scheuchzerstrasse 7, 8092 Zurich, Switzerland.
Takayasu M; Department of Computational Intelligence and Systems Science, Interdisciplinary Graduate School of Science and Engineering, Tokyo Institute of Technology 4259 Nagatsuta-cho, Yokohama 226-8502, Japan.

Phys Rev Lett ; 112(9): 098703, 2014 Mar 07.

Article em En | MEDLINE | ID: mdl-24655287

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Coleções: 01-internacional Base de dados: MEDLINE Tipo de estudo: Health_economic_evaluation Idioma: En Revista: Phys Rev Lett Ano de publicação: 2014 Tipo de documento: Article

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