Financial markets and the phase transition between water and steam

DOI10.1016/J.PHYSA.2022.126873MaRDI QIDQ2669347zbMATH OpenOpenAlexFDO

Authors Christof Schmidhuber

Publication date 9 March 2022

Published in Physica A (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2107.03857

zbMATH Keywords

critical dynamicsfinancial marketsfractal dimensionHurst exponentsrenormalization grouptrends

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• ``Quantum equilibrium-disequilibrium: asset price dynamics, symmetry breaking, and defaults as dissipative instantons
• Beitrag zur Theorie des Ferromagnetismus
• Collective dynamics of `small-world' networks
• Critical properties of ^4-theories
• Emergence of Scaling in Random Networks
• scientific article; zbMATH DE number 1091847 (Why is no real title available?)
• Multi-scaling in finance
• On water, steam, and string theory
• Oscillatory finite-time singularities in finance, population and rupture
• Self-organized criticality
• Stochastic calculus for finance. II: Continuous-time models.

Cited in

(1)

• Critical dynamics of random surfaces: time evolution of area and genus

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