| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481496 | Physica A: Statistical Mechanics and its Applications | 2012 | 20 Pages |
Abstract
⺠Novel model for unequal time correlator between different equities. ⺠Fourth order Lagrangian to provide an unequal time propagator. ⺠Gaussian kernel smoothing. ⺠Fitting R2 greater than 0.85.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Belal E. Baaquie, Yang Cao, Ada Lau, Pan Tang,