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Results for “crush” · papers 3 · wiki 3
Academic Papers · 3arXiv q-fin live 3 · desk corpus 0
arXiv · arXiv q-fin · 2026
This paper introduces a heterogeneous macroeconomic model of a Proof-of-Stake (PoS) network to analyze the long-term centralizing effects of external traditional finance (TradFi) yields. We model a continuum of rational actors divided into two distinct classes: investors, who optimize portfolios between staking and external variance-dominated investments, and consumers, who balance staking yields against the transact…
Mikhail Perepelitsa
arXiv · arXiv q-fin · 2013
We propose a formula of time-series prediction by means of three states random field Ising model (RFIM). At the economic crisis due to disasters or international disputes, the stock price suddenly drops. The macroscopic phenomena should be explained from the corresponding microscopic view point because there are existing a huge number of active traders behind the crushes. Hence, here we attempt to model the artificia…
Mitsuaki Murota, Jun-ichi Inoue
arXiv · arXiv q-fin · 2006
Recently the statistical characterizations of financial markets based on physics concepts and methods attract considerable attentions. We used two possible procedures of analyzing multifractal properties of a time series. The first one uses the continuous wavelet transform and extracts scaling exponents from the wavelet transform amplitudes over all scales. The second method is the multifractal version of the detrend…
A. Ganchuk, V. Derbentsev, V. Soloviev
Option Blackboard · 0
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