An exploration of the mathematical structure and behavioural biases of 21st century financial crises

James, NickMenzies, Max2024-04-042024-04-0420230378-4371https://thuvienso.hoasen.edu.vn/handle/123456789/15032Physica A: Statistical Mechanics and its Applications 630 (2023); P. 1-13 https://doi.org/10.1016/j.physa.2023.129256en-USFinancial market crisesNonlinear time series analysisPortfolio optimisationAn exploration of the mathematical structure and behavioural biases of 21st century financial crisesArticle