Bulls and Bears in a Pedestrian Counterflow System

PARISI, DANIEL R.

Advances and Applications in Statistical Sciences

Mili Publications

Lugar: Allahabad, India; Año: 2010 vol. 2 p. 347 - 357

0974-6811

The parallelism between observables of two social and competitive systems is studied: a) a counterflow of simulated pedestrians through a door, and b) a financial time series. In the first case, the observable is the flow rate at the opening which changes in sign and magnitude. Looking at the Absolute Normalized Return of both series, very similar statistical characteristics were found.