pone.0298789.s001.pdf (2.85 MB)
Additional experiments and proofs.
journal contribution
posted on 2024-02-23, 18:54 authored by Hideyuki Miyahara, Hai Qian, Pavan S. Holur, Vwani RoychowdhuryReporting the Complementary Cumulative Distribution Functions (CCDF) of returns, scaling and function invariance for a 3-month investment horizon, an interpretation of the Stretched Exponential model, and a derivation of the Vicsek model update rule.
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underlying complex dynamicsstretched exponential functionsimple model classesexisting generative frameworksbased vicsek model>(<>< sub ><>&# 964 ;>&# 946 ;2020 — valuescollective return dynamicsstudy emergent phenomenaadmits good fits>) partial correlations5 months );baseline return behaviordiv >< ptailed behaviorfits provideemergent invariance5 daysreturn years markedtrack statisticssummary viewsubstantially lowerstep towardsstandard deviationseveral workspromising agentparameters governingpairwise correlationsoptimizing interobservable indicatorsmarginalized acrosskey metricfactor modelsexample 2008different marketsadequately supported0 ).
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