Financial time operator for random walk markets

DOI10.1016/J.CHAOS.2013.08.010MaRDI QIDQ508162zbMATH OpenOpenAlexFDO

Authors Ilias Gialampoukidis, Karl Gustafson, I. Antoniou

Publication date 10 February 2017

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2013.08.010

zbMATH Keywords

stock marketfinancial time operatornon-stationary Bernoulli process

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

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• Wavelets and stochastic processes

Cited in

(5)

• Antieigenvalue analysis for continuum mechanics, economics, and number theory
• Age, innovations and time operator of networks
• Age and time operator of evolutionary processes
• OPERATORS ON INHOMOGENEOUS TIME SERIES
• Time operator of Markov chains and mixing times. Applications to financial data

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