Financial time operator for random walk markets

DOI10.1016/J.CHAOS.2013.08.010zbMATH Open1355.91056OpenAlexW1987257353MaRDI QIDQ508162FDOQ508162

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

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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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Cited In (4)

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

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