Modeling stock market dynamics based on conservation principles-Reference-Cited by-同舟云学术

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Modeling stock market dynamics based on conservation principles

Published:2001-12 Issue:1-4 Volume:301 Page:493-511
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Alvarez-Ramirez Jose,Ibarra-Valdez Carlos

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference26 articles.

1. Theorie de la Especulation;Bachelier;Ann. Sci. Ecole Norm. Sup.,1900

2. A random-difference series for use in the analysis of time series;Working;J. Am. Statist. Assoc.,1934

3. Investigation of economic expectations;Working;Ame. Econ. Rev.,1949

4. Proof that properly anticipated prices fluctuate randomly;Samuelson;Ind. Manage. Rev.,1965

5. The Econometrics of Financial Markets;Campbell,1996

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1. On the 'Usual' Misunderstandings between Econophysics and Finance: Some Clarifications on Modelling Approaches and Efficient Market Hypothesis;SSRN Electronic Journal;2018

2. Hopf Bifurcation, Positively Invariant Set, and Physical Realization of a New Four-Dimensional Hyperchaotic Financial System;Mathematical Problems in Engineering;2017

3. On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis;International Review of Financial Analysis;2016-10

4. Some refinements of the standard autoassociative neural network;Neural Computing and Applications;2012-01-12

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