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Stochastic resonance in an interacting-agent model of stock market Export

by: Peter Babinec
Chaos, Solitons & Fractals, Vol. 13, No. 9. (July 2002), pp. 1767-1770.

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finance ising sr sr-exvol

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On the specific example of an interacting-agent model of speculative activity we have demonstrated that stochastic resonance (SR), where an increase in the noise (market volatility) increases the signal-to-noise ratio (SNR) describing the response to global periodic investment bias, can occur in the stock market. This phenomenon may be in principle utilized by market traders.


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