4.6 Article

APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Mathematics, Applied

A simple proof of the Cucker-Smale flocking dynamics and mean-field limit

Seung-Yeal Ha et al.

Communications in Mathematical Sciences (2013)

Article Mathematics, Applied

Emergence of time-asymptotic flocking in a stochastic Cucker-Smale system

Seung-Yeal Ha et al.

Communications in Mathematical Sciences (2013)

Article Mathematics, Applied

MATHEMATICS AND COMPLEXITY OF MULTI-PARTICLE SYSTEMS

N. Bellomo et al.

MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES (2012)

Article Mathematics, Applied

EMERGENCE OF MULTI-CLUSTER CONFIGURATIONS FROM ATTRACTIVE AND REPULSIVE INTERACTIONS

Seung-Yeal Ha et al.

MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES (2012)

Article Mathematics, Applied

ON THE MATHEMATICAL THEORY OF THE DYNAMICS OF SWARMS VIEWED AS COMPLEX SYSTEMS

N. Bellomo et al.

MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES (2012)

Article Physics, Mathematical

Stochastic flocking dynamics of the Cucker-Smale model with multiplicative white noises

Shin Mi Ahn et al.

JOURNAL OF MATHEMATICAL PHYSICS (2010)

Article Mathematics, Applied

FROM EMPIRICAL DATA TO INTER-INDIVIDUAL INTERACTIONS: UNVEILING THE RULES OF COLLECTIVE ANIMAL BEHAVIOR

Andrea Cavagna et al.

MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES (2010)

Article Multidisciplinary Sciences

Interaction ruling animal collective behavior depends on topological rather than metric distance: Evidence from a field study

M. Ballerini et al.

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA (2008)

Article Automation & Control Systems

Emergent behavior in flocks

Felipe Cucker et al.

IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2007)

Article Business, Finance

Liquidity and autocorrelations in individual stock returns

Doron Avramov et al.

JOURNAL OF FINANCE (2006)