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論文資訊
- 類型：已發表論文
- 日期：2023-03-16
摘要
In contrast with robust systems that resist noise or fragile systems that break with noise, antifragility is defined as a property of 複雜系統s that benefit from noise or disorder. Here we define and test a simple measure of antifragility for complex dynamical systems. In this work we use our antifragility measure to analyze real data from return prices in the stock and cryptocurrency markets. Our definition of antifragility is the product of the return price and a perturbation. We explore different types of perturbations that typically arise from within the system. Our results suggest that for both the stock market and the cryptocurrency market, the tendency among the 'top performers' is to be robust rather than antifragile. It would be important to explore other possible definitions of antif
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