How is stock data objectively different to this random walk?
Posted by Mark Dunne, at quant.stackexchange.com,
I have a random walk that is generated as so using python, numpy, and…
Econophysics Approaches to Large-Scale Business Data and Financial Crisis
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Trend Switching Processes in Financial Markets
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Altmetric BadgeChapter 2 Nonlinear Memory and Risk Estimation in Financial Records
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Altmetric BadgeChapter 3 Microstructure and Execution Strategies in the Global Spot FX Market
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Altmetric BadgeChapter 4 Temporal Structure of Volatility Fluctuations
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Altmetric BadgeChapter 5 Theoretical Base of the PUCK-Model with Application to Foreign Exchange Markets
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Altmetric BadgeChapter 6 Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis
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Altmetric BadgeChapter 7 Global and Local Approaches Describing Critical Phenomena on the Developing and Developed Financial Markets
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Altmetric BadgeChapter 8 Root Causes of the Housing Bubble
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Altmetric BadgeChapter 9 Reconstructing Macroeconomics Based on Statistical Physics
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Altmetric BadgeChapter 10 How to Avoid Fragility of Financial Systems: Lessons from the Financial Crisis and St. Petersburg Paradox
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Altmetric BadgeChapter 11 Data Centric Science for Information Society
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Altmetric BadgeChapter 12 Symbolic Shadowing and the Computation of Entropy for Observed Time Series
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Altmetric BadgeChapter 13 What Can Be Learned from Inverse Statistics?
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Altmetric BadgeChapter 14 Econophysics Approaches to Large-Scale Business Data and Financial Crisis
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Altmetric BadgeChapter 15 On World Religion Adherence Distribution Evolution
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About this Attention Score
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In the top 25% of all research outputs scored by Altmetric
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High Attention Score compared to outputs of the same age (81st percentile)
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High Attention Score compared to outputs of the same age and source (90th percentile)
Citations
- dimensions_citation
- 45 Dimensions
Readers on
- mendeley
- 8 Mendeley