Using empirical data to estimate potential functions in commodity markets: some initial results
From MaRDI portal
Publication:682669
DOI10.1007/S10773-017-3446-ZzbMath1387.81174OpenAlexW2735522296WikidataQ59614821 ScholiaQ59614821MaRDI QIDQ682669
Publication date: 5 February 2018
Published in: International Journal of Theoretical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10773-017-3446-z
Related Items (1)
Cites Work
- Unnamed Item
- Quantum-like tunnelling and levels of arbitrage
- Synergetics. An introduction. Nonequilibrium phase transitions and self-organization in physics, chemistry, and biology. 3rd rev. and enl. ed
- The quantum nature of identity in human thought: Bose-Einstein statistics for conceptual indistinguishability
- Quantum model for the price dynamics: The problem of smoothness of trajectories
- The relationship between quantum and classical correlation in games
- Statistical microeconomics
- Information dynamics in cognitive, psychological, social and anomalous phenomena.
- Asymmetric information and quantization in financial economics
- Quantum dynamics of human decision-making
- Pilot-wave theory and financial option pricing
- Density estimation
- Quantum Adaptivity in Biology: From Genetics to Cognition
- Remarks on Some Nonparametric Estimates of a Density Function
- Ubiquitous Quantum Structure
- Introduction to Econophysics
- A Suggested Interpretation of the Quantum Theory in Terms of "Hidden" Variables. I
This page was built for publication: Using empirical data to estimate potential functions in commodity markets: some initial results