Identification of market trends with string and D2-brane maps

DOI10.1016/j.physa.2017.03.014zbMath1495.91080arXiv1607.05608OpenAlexW2497828205MaRDI QIDQ2145559

Erik Bartoš, Richard Pincak

Publication date: 17 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.05608

zbMATH Keywords

string theoryeconophysicsfinancial markettime-series analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic time series analysis (91B84) Trade models (91B60) String and superstring theories; other extended objects (e.g., branes) in quantum field theory (81T30)

Related Items (2)

Cohomology theory for financial time series ⋮ GARCH in spinor field

Cites Work

• Using string invariants for prediction searching for optimal parameters
• Kolmogorov space in time series data
• A First Course in String Theory
• VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
• D-Branes

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