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dc.contributor.authorHernández-Montoya, A.R.
dc.contributor.authorCoronel-Brizio, H.F.
dc.contributor.authorStevens-Ramírez, G.A.
dc.contributor.authorRodríguez-Achach, M.
dc.contributor.authorPoliti, M.
dc.contributor.authorScalas, E. 
dc.date.accessioned2017-02-21T08:18:16Z
dc.date.available2017-02-21T08:18:16Z
dc.date.issued2011-12-31
dc.identifier.issn1539-3755
dc.identifier.urihttp://hdl.handle.net/20.500.11824/471
dc.description.abstractWe explore the spatial complexity of Conway's "Game of Life," a prototypical cellular automaton by means of a geometrical procedure generating a two-dimensional random walk from a bidimensional lattice with periodical boundaries. The one-dimensional projection of this process is analyzed and it turns out that some of its statistical properties resemble the so-called stylized facts observed in financial time series. The scope and meaning of this result are discussed from the viewpoint of complex systems. In particular, we stress how the supposed peculiarities of financial time series are, often, overrated in their importance.
dc.formatapplication/pdf
dc.language.isoengen_US
dc.rightsReconocimiento-NoComercial-CompartirIgual 3.0 Españaen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/es/en_US
dc.titleEmerging properties of financial time series in the "game of Life"
dc.typeinfo:eu-repo/semantics/articleen_US
dc.identifier.doi10.1103/PhysRevE.84.066104
dc.relation.publisherversionhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84555189270&doi=10.1103%2fPhysRevE.84.066104&partnerID=40&md5=ea654722b6e7a5b04f2a8b911f7ef798
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessen_US
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersionen_US
dc.journal.titlePhysical Review E - Statistical, Nonlinear, and Soft Matter Physicsen_US


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Reconocimiento-NoComercial-CompartirIgual 3.0 España
Except where otherwise noted, this item's license is described as Reconocimiento-NoComercial-CompartirIgual 3.0 España