Financial markets and the phase transition between water and steam

DOI10.1016/j.physa.2022.126873OpenAlexW3180518845MaRDI QIDQ2669347

Christoph Schmidhuber

Publication date: 9 March 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.03857

zbMATH Keywords

renormalization groupfractal dimensionfinancial marketstrendsHurst exponentscritical dynamics

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Oscillatory finite-time singularities in finance, population and rupture
• Stochastic calculus for finance. II: Continuous-time models.
• ``Quantum equilibrium-disequilibrium: asset price dynamics, symmetry breaking, and defaults as dissipative instantons
• On water, steam, and string theory
• Emergence of Scaling in Random Networks
• Self-organized criticality
• Multi-scaling in finance
• Beitrag zur Theorie des Ferromagnetismus
• Collective dynamics of ‘small-world’ networks
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