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Information dissipation as an early-warning signal for the Lehman Brothers collapse in financial time series

In financial markets, participants locally optimize their profit which can result in a globally unstable state leading to a catastrophic change. The largest crash in the past decades is the bankruptcy of Lehman Brothers which was followed by a trust-based crisis between banks due to high-risk tradin...

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Detalles Bibliográficos
Autores principales: Quax, Rick, Kandhai, Drona, Sloot, Peter M. A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2013
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3667490/
https://www.ncbi.nlm.nih.gov/pubmed/23719567
http://dx.doi.org/10.1038/srep01898