Pages that link to "Item:Q1409101"
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The following pages link to Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes (Q1409101):
Displaying 5 items.
- Why \(q\)-expectation values must be used in nonextensive statistical mechanics (Q863246) (← links)
- Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370) (← links)
- From short to fat tails in financial markets: a unified description (Q978717) (← links)
- Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
- A statistical description for the quasi-stationary-states of the dipole-type Hamiltonian mean field model based on a family of Vlasov solutions (Q2066245) (← links)
