Murakami, Ryo; Nakamura, Tomomichi; Kimura, Shin; … - In: Physica A: Statistical Mechanics and its Applications 420 (2015) C, pp. 179-189
We investigate possible origins of the trends in financial markets, where trend we refer to as is a relatively long-term fluctuation observed in price change (price movement), using a simple deterministic threshold model that contains no external driving force term to generate trends forcibly....