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Flickering in Information Spreading Precedes Critical Transitions in Financial Markets
As many complex dynamical systems, financial markets exhibit sudden changes or tipping points that can turn into systemic risk. This paper aims at building and validating a new class of early warning signals of critical transitions. We base our analysis on information spreading patterns in dynamic t...
Autores principales: | Gatfaoui, Hayette, de Peretti, Philippe |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Nature Publishing Group UK
2019
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6450864/ https://www.ncbi.nlm.nih.gov/pubmed/30952925 http://dx.doi.org/10.1038/s41598-019-42223-9 |
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