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Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles

Patterson, Germán et al · RI ITBA · 2020

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Author / responsible party
Patterson, Germán et al
Publisher
RI ITBA
Year
2020
ISSN
2470-0045
ISSN
2470-0045
Language
English

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"We study experimentally the properties of the flow of mechanical vibration-driven vehicles confined in two chambers connected through a narrow opening. We report that the density of particles around the opening presents critical behavior and scaling properties. By mapping this density to the financial market price, we document that the main stylized facts observed in financial systems have their counterparts in the mechanical system. The experimental model accurately reproduces financial properties such as scaling of the price fluctuation, volatility clustering, and multiscaling."

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APA 7

Patterson, G. E. A. (2020). Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles. http://ri.itba.edu.ar/handle/20.500.14769/3279

MLA

Patterson, Germán et al. "Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles." 2020. http://ri.itba.edu.ar/handle/20.500.14769/3279.

Chicago

Patterson, Germán et al. 2020. "Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles.". http://ri.itba.edu.ar/handle/20.500.14769/3279.

Harvard

Patterson, G. E. A. 2020, Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles, RI ITBA, available at: http://ri.itba.edu.ar/handle/20.500.14769/3279 [Accessed 7 Aug. 2026].

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Title
Properties of balanced flows with bottlenecks: common stylized facts in finance and vibration-driven vehicles
Author / contributors
Patterson, Germán et al
Publisher
RI ITBA
Publication year
2020
ISSN
2470-0045
ISSN
2470-0045
Language
English

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FINANZAS; FISICA
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