EFFECTS OF TECHNICAL TRADERS IN A SYNTHETIC STOCK MARKET

In Ref. 1, a new model for the description of the financial markets dynamics has been proposed. Traders move on a two dimensional lattice and interact by means of mechanisms of mutual influence. In the present paper, we present results from large-scale simulations of the same model enhanced by the introduction of rational traders modeled as moving-averages followers. The dynamics now accounts for log-normal distribution of volatility which is consistent with some observation of real financial indexes7 at least for the central part of the distribution.

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Quasi-Static Variation of Power-Law and Log-Normal Distributions of Urban Population

Entropy ◽

10.3390/e23070908 ◽

2021 ◽

Vol 23 (7) ◽

pp. 908

Author(s):

Atushi Ishikawa ◽

Shouji Fujimoto ◽

Arturo Ramos ◽

Takayuki Mizuno

Keyword(s):

Normal Distribution ◽

Power Law ◽

Time Variation ◽

Time Reversal ◽

Urban Population ◽

Large Scale ◽

Time Reversal Symmetry ◽

Scale Range ◽

Log Normal ◽

Log Normal Distribution

We analytically derived and confirmed by empirical data the following three relations from the quasi-time-reversal symmetry, Gibrat’s law, and the non-Gibrat’s property observed in the urban population data of France. The first is the relation between the time variation of the power law and the quasi-time-reversal symmetry in the large-scale range of a system that changes quasi-statically. The second is the relation between the time variation of the log-normal distribution and the quasi-time-reversal symmetry in the mid-scale range. The third is the relation among the parameters of log-normal distribution, non-Gibrat’s property, and quasi-time-reversal symmetry.

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On the log-normal distribution of stock market data

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2003.09.034 ◽

2004 ◽

Vol 331 (3-4) ◽

pp. 617-638 ◽

Cited By ~ 13

Author(s):

I Antoniou ◽

Vi.V Ivanov ◽

Va.V Ivanov ◽

P.V Zrelov

Keyword(s):

Stock Market ◽

Normal Distribution ◽

Market Data ◽

Log Normal ◽

Log Normal Distribution

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A Universal Model for the Log-Normal Distribution of Elasticity in Polymeric Gels and Its Relevance to Mechanical Signature of Biological Tissues

Biology ◽

10.3390/biology10010064 ◽

2021 ◽

Vol 10 (1) ◽

pp. 64

Author(s):

Arnaud Millet

Keyword(s):

Elastic Modulus ◽

Normal Distribution ◽

Biological Tissues ◽

Force Microscopy ◽

Polymeric Gels ◽

Atomic Force ◽

Clear Explanation ◽

Log Normal ◽

Log Normal Distribution

The mechanosensitivity of cells has recently been identified as a process that could greatly influence a cell’s fate. To understand the interaction between cells and their surrounding extracellular matrix, the characterization of the mechanical properties of natural polymeric gels is needed. Atomic force microscopy (AFM) is one of the leading tools used to characterize mechanically biological tissues. It appears that the elasticity (elastic modulus) values obtained by AFM presents a log-normal distribution. Despite its ubiquity, the log-normal distribution concerning the elastic modulus of biological tissues does not have a clear explanation. In this paper, we propose a physical mechanism based on the weak universality of critical exponents in the percolation process leading to gelation. Following this, we discuss the relevance of this model for mechanical signatures of biological tissues.

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