Skip to content

Java program used to produce results, which are presented in the paper "Herding interactions as an opportunity to prevent extreme events in financial markets" (A. Kononovicius, V. Gontis).

License

Notifications You must be signed in to change notification settings

akononovicius/Fin-market-control-2014

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

17 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Fin-market-control-2014

Java program (and its source code) used to produce results, which are presented in the paper "Herding interactions as an opportunity to prevent extreme events in financial markets" (A. Kononovicius, V. Gontis, The European Physical Journal B (2015) 88: 189. doi: 10.1140/epjb/e2015-60160-0. arXiv).

Anyone may use this program or its source code for any non-commercial purpose as long as the paper is referenced (when it will be published).

File structure

  • main.java - source code (Java language)
  • doubleModel.jar - compiled software
  • mymanifest - manifest file which describes the main class
  • cmp.bat - compiles java program and produces jar file
  • fig4.bat - reproduces data shown in figure 4 of the paper
  • fig5.bat - reproduces data shown in figure 5 of the paper

About

Java program used to produce results, which are presented in the paper "Herding interactions as an opportunity to prevent extreme events in financial markets" (A. Kononovicius, V. Gontis).

Topics

Resources

License

Stars

Watchers

Forks