A new measure between sets of probability distributions with applications to erratic financial behavior

DOI10.1088/1742-5468/ac3d91OpenAlexW4200576433MaRDI QIDQ5020029

Max Menzies, Nick James

Publication date: 3 January 2022

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.07377

zbMATH Keywords

nonlinear dynamicsquantitative financerisk measure and managementcritical phenomena of socio-economic systems

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (2)

Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes ⋮ Equivalence relations and \(L^p\) distances between time series with application to the black summer Australian bushfires

Uses Software

• MESH

Cites Work

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