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

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...

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書目詳細資料
主要作者: Liman, Christian Ciputra
其他作者: Cheong Siew Ann
格式: Final Year Project
語言:English
出版: 2015
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在線閱讀:http://hdl.handle.net/10356/64860
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