Pages that link to "Item:Q1921091"
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The following pages link to Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading (Q1921091):
Displaying 13 items.
- Econophysics of order-driven markets. Proceedings of the 5th Econophys-Kolkata conference, Kolkata, India, March 2010 (Q484322) (← links)
- Higher-order phase transitions on financial markets (Q614550) (← links)
- Data mining and knowledge discovery via statistical mechanics in nonlinear stochastic systems (Q969791) (← links)
- Statistical mechanics of neocortical interactions: training and testing canonical momenta indicators of EEG (Q969792) (← links)
- A nonextensive approach to the dynamics of financial observables (Q978850) (← links)
- Volatility of volatility of financial markets (Q1596909) (← links)
- Statistical mechanics of financial markets: exponential modifications to Black-Scholes. (Q1597172) (← links)
- Trend and fractality assessment of Mexico's stock exchange (Q1733486) (← links)
- Path-integral evolution of chaos embedded in noise: Duffing neocortical analog (Q1910781) (← links)
- Towards a nonlinear trading strategy for financial time series (Q2497571) (← links)
- (Q2717138) (← links)
- Statistical mechanics of nonlinear nonequilibrium financial markets (Q3675849) (← links)
- ON THE STATISTICAL PHYSICS CONTRIBUTION TO QUANTITATIVE FINANCE (Q5312123) (← links)
