Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading

DOI10.1016/0895-7177(96)00032-5zbMath0853.90006OpenAlexW3122430517MaRDI QIDQ1921091

Lester Ingber

Publication date: 12 December 1996

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(96)00032-5

zbMATH Keywords

simulated annealingfinancestatistical mechanics of financial markets

Mathematics Subject Classification ID

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Uses Software

• ASA
• Algorithm 500

Cites Work

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