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A Minimal Noise Trader Model with Realistic Time Series Propertiesible explanation in the interactions among agents. However, the complexity, originating from the presence of non-linearity and interactions, often limits the analytical approach to the dynamics of these models. In this paper we show that even a very simple model of a financial market with heterogeneIngest 发表于 2025-3-29 11:12:31
Long Memory and Hysteresistence in the series like the long memory effect..Nevertheless, the long term behavior of the hysteretic series is very different from the long term behavior of the long memory series: the hysteretic series are not mean reverting whereas the long memory series are (if correctly differencied). Since t树木心 发表于 2025-3-29 13:11:17
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