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An R-Based Landscape Validation of a Competing Risk Model
Published on: September 16, 2022
I Mastromatteo1, B Tóth2, J-P Bouchaud2
1Centre de Mathématiques Appliquées, CNRS, UMR7641, Ecole Polytechnique, 91128 Palaiseau, France.
This study generalizes the A+B→0 reaction-diffusion model to explore imbalances. The findings reveal a square-root relationship between front displacement and imbalance, offering insights into financial market dynamics.
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