Pooya H. Chaghoei
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Research Subjects
Research Interests
Pooya H. Chaghoei has a total of 4 co-authors. Here are the top co-authors by number of shared publications:
- Amirhossein Ahmadkhan Kordbacheh
Department of Physics Iran University of Science and Technology Tehran Iran
1 shared publication - Andrey Trufanov
Иркутский национальный исследовательский технический университет
1 shared publication - Bahar Afsharizand
Department of Physics, Iran University of Science and Technology, Tehran 512, Iran
1 shared publication - Gholamreza R. Jafari
Physics Department, Shahid Beheshti University, Tehran, Iran
1 shared publication
Latest Publications
- Open Access
Market of Stocks during Crisis Looks Like a Flock of Birds
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.
Open AccessMarket of Stocks during Crisis Looks Like a Flock of Birds
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.