Using empirical data to estimate potential functions in commodity markets: some initial results
From MaRDI portal
(Redirected from Publication:682669)
Recommendations
- Potential functions and the characterization of economics-based information
- A fitting analysis of stock returns based on one dimensional unsymmetrical finite depth square well
- Quantum modeling of nonlinear dynamics of stock prices: Bohmian approach
- A COMMENT ON TWO-PHASE BEHAVIOR OF FINANCIAL MARKETS
- Market dynamics: bridging security price movements and classical physics
Cites work
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A Suggested Interpretation of the Quantum Theory in Terms of "Hidden" Variables. I
- Asymmetric information and quantization in financial economics
- Density estimation
- Information dynamics in cognitive, psychological, social and anomalous phenomena.
- Introduction to Econophysics
- Pilot-wave theory and financial option pricing
- Quantum adaptivity in biology: from genetics to cognition
- Quantum dynamics of human decision-making
- Quantum model for the price dynamics: The problem of smoothness of trajectories
- Quantum-like tunnelling and levels of arbitrage
- Remarks on Some Nonparametric Estimates of a Density Function
- Statistical microeconomics
- Synergetics. An introduction. Nonequilibrium phase transitions and self-organization in physics, chemistry, and biology. 3rd rev. and enl. ed
- The quantum nature of identity in human thought: Bose-Einstein statistics for conceptual indistinguishability
- The relationship between quantum and classical correlation in games
- Ubiquitous Quantum Structure
This page was built for publication: Using empirical data to estimate potential functions in commodity markets: some initial results
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q682669)
