A model for foreign exchange markets based on glassy Brownian systems

M A Sánchez-Granero1, J E Trinidad-Segovia2, J Clara-Rahola3,4

  • 1Department of Mathematics, University of Almería, Almería, Spain.

Plos One
|December 6, 2017
PubMed
Summary

This study applies a physical model to foreign exchange market data, revealing similarities between currency price fluctuations and colloidal particle behavior in arrested states. The model bypasses the assumption of independent and identically distributed data.

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