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Mapping individual behavior in financial markets: synchronization and anticipation

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Academic year: 2020

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Figure 1 Method for generating the Synchronization and Anticipation networks. (Top-left) From the position time series N i (t) and N j (t) of each pair of investors i and j we determine the activity period of each investor (A i
Figure 2 Symbolization. All possible symbols for m = 2 and m = 3 considering that identical values might appear in the original series
Table 2 Anticipation network features. Number of nodes, edges and average degree are shown in the first three columns for all networks
Figure 3 Measuring individual investors reaction to daily price fluctuations. (Top-left) From position time series of each investor i we determine the activity period A i
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