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Stability of financial market driven by information delay and liquidity in delay agent-based model

  • Published:2022-08 Issue: Volume:600 Page:127526
  • ISSN:0378-4371
  • Container-title:Physica A: Statistical Mechanics and its Applications
  • language:en
  • Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Zhou Wei,Zhong Guang-Yan,Li Jiang-ChengORCID

Funder

Humanities and Social Science Fund of Ministry of Education of the People's Republic of China

National Natural Science Foundation of China

Applied Basic Research Foundation of Yunnan Province

Publisher

Elsevier BV

Subject

Statistical and Nonlinear Physics,Statistics and Probability

Reference85 articles.

1. Noise-enhanced stability in fluctuating metastable states;Dubkov;Phys. Rev. E Stat. Nonlinear Soft Matter Phys.,2004

2. Role of the initial conditions on the enhancement of the escape time in static and fluctuating potentials;Fiasconaro;Physica A,2003

3. Statistics of residence time for Lévy flights in unstable parabolic potentials;Dubkov;Phys. Rev. E,2020

4. Stabilization of quantum metastable states by dissipation;Valenti;Phys. Rev. B,2015

5. Stabilization by dissipation and stochastic resonant activation in quantum metastable systems;Spagnolo;Eur. Phys. J. Spec. Top.,2018

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