Implementation of potentials of unbalanced complex kinetics model with particle filter in detecting critical transition in financial market time series

• المؤلف الرئيسي: Liman, Christian Ciputra
• مؤلفون آخرون: Cheong Siew Ann
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2015
• الموضوعات: DRNTU::Science::Physics
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/64860

As a complex system, a real financial market consists of many interacting agents that can be differentiated into buyers, sellers, and brokers. Each of them drives the market with their strategies, which are affected by various factors. However, sometimes these agents’ behavior may lead to an uncontr...