Empreu aquest identificador per citar o enllaçar aquest ítem:
http://hdl.handle.net/10609/93086
Registre complet de metadades
Camp DC | Valor | Llengua/Idioma |
---|---|---|
dc.contributor.author | Sánchez Granero, Miguel Ángel | - |
dc.contributor.author | Trinidad Segovia, Juan Evangelista | - |
dc.contributor.author | Clara Rahola, Joaquim | - |
dc.contributor.author | Puertas López, Antonio Manuel | - |
dc.contributor.author | Nieves López, Francisco Javier de las | - |
dc.contributor.other | Universidad de Almería | - |
dc.contributor.other | Universitat Oberta de Catalunya (UOC) | - |
dc.date.accessioned | 2019-04-11T07:54:11Z | - |
dc.date.available | 2019-04-11T07:54:11Z | - |
dc.date.issued | 2017-12-05 | - |
dc.identifier.citation | Sánchez-Granero, M.A., Trinidad-Segovia, J.E., Clara-Rahola, J., Puertas, A.M. & De las Nieves, F.J. (2017). A model for foreign exchange markets based on glassy brownian systems. PLoS ONE, 12(12). doi: 10.1371/journal.pone.0188814 | - |
dc.identifier.issn | 1932-6203MIAR | - |
dc.identifier.uri | http://hdl.handle.net/10609/93086 | - |
dc.description.abstract | In this work we extend a well-known model from arrested physical systems, and employ it in order to efficiently depict different currency pairs of foreign exchange market price fluctuation distributions. We consider the exchange rate price in the time range between 2010 and 2016 at yearly time intervals and resolved at one minute frequency. We then fit the experimental datasets with this model, and find significant qualitative symmetry between price fluctuation distributions from the currency market, and the ones belonging to colloidal particles position in arrested states. The main contribution of this paper is a well-known physical model that does not necessarily assume the independent and identically distributed (i.i.d.) restrictive condition. | en |
dc.language.iso | eng | - |
dc.publisher | PLoS ONE | - |
dc.relation.ispartof | PLoS ONE, 2017, 12(12) | - |
dc.relation.uri | https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0188814 | - |
dc.rights | CC BY | - |
dc.rights.uri | http://creativecommons.org/licenses/by/3.0/es/ | - |
dc.subject | foreign exchange market | en |
dc.subject | mercado de divisas | es |
dc.subject | mercats de divises | ca |
dc.subject | brownian motion | en |
dc.subject | movimiento browniano | es |
dc.subject | moviment brownià | ca |
dc.subject.lcsh | Value | en |
dc.title | A model for foreign exchange markets based on glassy Brownian systems | - |
dc.type | info:eu-repo/semantics/article | - |
dc.subject.lemac | Valor (Economia) | ca |
dc.subject.lcshes | Valor (Economía) | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
dc.identifier.doi | 10.1371/journal.pone.0188814 | - |
dc.gir.id | AR/0000005942 | - |
dc.relation.projectID | info:eu-repo/grantAgreement/N11-6139473 | - |
dc.relation.projectID | info:eu-repo/grantAgreement/DER2016-76053-R | - |
dc.relation.projectID | info:eu-repo/grantAgreement/MTM2015-64373-P | - |
dc.type.version | info:eu-repo/semantics/publishedVersion | - |
Apareix a les col·leccions: | Articles Articles cientÍfics |
Arxius per aquest ítem:
Arxiu | Descripció | Mida | Format | |
---|---|---|---|---|
amodelfor.pdf | 3,35 MB | Adobe PDF | Veure/Obrir |
Comparteix:
Aquest ítem està subjecte a una llicència de Creative Commons Llicència Creative Commons