Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading
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Publication:1921091
DOI10.1016/0895-7177(96)00032-5zbMATH Open0853.90006OpenAlexW3122430517MaRDI QIDQ1921091FDOQ1921091
Authors: Lester Ingber 
Publication date: 12 December 1996
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0895-7177(96)00032-5
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Cited In (14)
- Statistical mechanics of neocortical interactions: training and testing canonical momenta indicators of EEG
- Trend and fractality assessment of Mexico's stock exchange
- Data mining and knowledge discovery via statistical mechanics in nonlinear stochastic systems
- Statistical mechanics of nonlinear nonequilibrium financial markets
- Volatility of volatility of financial markets
- A nonextensive approach to the dynamics of financial observables
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- Towards a nonlinear trading strategy for financial time series
- Higher-order phase transitions on financial markets
- Statistical mechanics of financial markets: exponential modifications to Black-Scholes.
- Econophysics of order-driven markets. Proceedings of the 5th Econophys-Kolkata conference, Kolkata, India, March 2010
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- ON THE STATISTICAL PHYSICS CONTRIBUTION TO QUANTITATIVE FINANCE
- Path-integral evolution of chaos embedded in noise: Duffing neocortical analog
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