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Article

Market of Stocks during Crisis Looks Like a Flock of Birds

1
Department of Physics, Iran University of Science and Technology, Tehran 512, Iran
2
Center for Complex Networks & Social DataScience, Shahid Beheshti University, Tehran 512, Iran
3
Institute of Information Technology and Data Science, Irkutsk National Research Technical University, 664000 Irkutsk, Russia
4
Department of Physics, Shahid Beheshti University, Tehran 512, Iran
5
Department of Network and Data Science, Central European University, 1007 Budapest, Hungary
*
Author to whom correspondence should be addressed.
Entropy 2020, 22(9), 1038; https://doi.org/10.3390/e22091038
Received: 15 July 2020 / Revised: 3 September 2020 / Accepted: 14 September 2020 / Published: 17 September 2020
(This article belongs to the Special Issue Entropy and Social Physics)
A crisis in financial markets can be considered as a collective behaviour phenomenon. The collective behaviour is a complex behaviour which exists among a group of animals. The Vicsek model has been adapted to represent this complexity. A unique phase space has been introduced to represent all possible results of the model. The return of the transaction volumes versus the return of the closed price of each share has been used within the defined phase space. The findings show that the direction of the resultant velocity vectors of all share in this phase space act in the same direction when the financial crisis happens. By monitoring the market’s collective behaviour, it will be possible to gain more knowledge about the condition of the market days in crisis. This research aims to investigate the collective behaviour of stocks using the Vicsek model to study the condition of the market during the days in crisis. View Full-Text
Keywords: collective behavior; Vicsek model; financial crisis collective behavior; Vicsek model; financial crisis
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MDPI and ACS Style

Afsharizand, B.; Chaghoei, P.H.; Kordbacheh, A.A.; Trufanov, A.; Jafari, G. Market of Stocks during Crisis Looks Like a Flock of Birds. Entropy 2020, 22, 1038. https://doi.org/10.3390/e22091038

AMA Style

Afsharizand B, Chaghoei PH, Kordbacheh AA, Trufanov A, Jafari G. Market of Stocks during Crisis Looks Like a Flock of Birds. Entropy. 2020; 22(9):1038. https://doi.org/10.3390/e22091038

Chicago/Turabian Style

Afsharizand, Bahar; Chaghoei, Pooya H.; Kordbacheh, Amirhossein A.; Trufanov, Andrey; Jafari, Golamreza. 2020. "Market of Stocks during Crisis Looks Like a Flock of Birds" Entropy 22, no. 9: 1038. https://doi.org/10.3390/e22091038

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