Elongated Self-propelled Particles Roaming a Closed Arena Present Financial Stylized Facts

PATTERSON, GERMÁN A.; PARISI, DANIEL R.

Pamplona

Conferencia; Traffic and Granular Flow 2019; 2020

We report the existence of financial stylized facts in a system of mechanical vehicles driven by vibration (VDV). The VDVs are restricted to a closed geometry that is composed of two chambers connected by an opening which allows a continuous flow of agents between the two regions. We studied the temporal evolution of the density of particles around the opening and made a statistical comparison with the price evolution of bitcoin (BTC). We found remarkable similarities between these two systems enabling us to study financial systems from a new perspective.