Stock exchange: a statistical model

DOI10.1016/0960-0779(95)80063-MMaRDI QIDQ1392960zbMATH OpenOpenAlexFDO

Authors C. Tsallis, A. M. C. de Souza, Evaldo M. F. Curado

Publication date 2 August 1998

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0960-0779(95)80063-m

zbMATH Keywords

coupled map lattice model

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 1273988 (Why is no real title available?)
• scientific article; zbMATH DE number 194418 (Why is no real title available?)
• Pattern dynamics in spatiotemporal chaos. Pattern selection, diffusion of defect and pattern competition intermittency
• Quantitative universality for a class of nonlinear transformations

Cited in

(23)

• Interpretation of Lagrange multipliers of generalized maximum-entropy distributions
• On the laws of thermodynamics from the escort average and on the uniqueness of statistical factors
• Effect of non-Gaussian noise sources in a noise-induced transition
• From Gibbs microcanonical ensemble to Tsallis generalized canonical distribution
• Information theory, approximate time dependent solutions of Boltzmann's equation and Tsallis' entropy
• Nonextensive physics: A possible connection between generalized statistical mechanics and quantum groups
• Entropy ambiguity in a system in equilibrium with a finite heat bath
• Thermodynamic stability conditions for the Tsallis and Rényi entropies
• Generalized statistical mechanics: Extension of the Hilhorst formula and application to the classical ideal gas
• The Sobolev inequality and the Tsallis entropic uncertainty relation
• Comment on: ``Thermodynamic stability conditions for the Tsallis and Rényi entropies by J. D. Ramshaw
• A quantitative test of Gibbs' statistical mechanics
• On the generalized distribution functions of quantum gases.
• Nonextensive statistical mechanics of q-bosons based on the q-deformed entropy
• Itō-Langevin equations within generalized thermostatistics
• A family of nonextensive entropies
• von Neumann and Tsallis entropies associated with the Gentile interpolative quantum statistics
• The Onsager reciprocity relations within Tsallis statistics
• An operatorial description of stock markets
• scientific article; zbMATH DE number 5800981 (Why is no real title available?)
• Stock market dynamics with institutional trading
• Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness
• Brain electrical activity analysis using wavelet-based informational tools

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