Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7383056 | Physica A: Statistical Mechanics and its Applications | 2011 | 6 Pages |
Abstract
⺠We model the dynamics of herding in the financial area with particle swarms. ⺠The model is applied to the actual data to BRIC and to the developed countries. ⺠Two simple indicators are proposed and the model is fitted to the 2008 crisis. ⺠It is possible to note the movement of herds that are analogous to particle swarms.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Marco Antonio Leonel Caetano, Takashi Yoneyama,