On the modeling of the stock market evolution by means of the information-thermostatted kinetic theory

MaRDI QIDQ4639532zbMATH OpenFDO

Authors Carlo Bianca, Aly Kombargi

Publication date 9 May 2018

Full work available at URL http://nonlinearstudies.com/index.php/nonlinear/article/view/1618

zbMATH Keywords

integro-differential equationinverse problemoptimization problemShannon entropythermostats

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Integro-partial differential equations (35R09) Financial applications of other theories (91G80) Measures of information, entropy (94A17)

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(3)

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• On the innate immune response to intracellular bacterial infections
• Information thermodynamics of financial markets: the Glosten–Milgrom model

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