| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7374754 | Physica A: Statistical Mechanics and its Applications | 2018 | 23 Pages |
Abstract
We present a model for the short-term dynamics of financial assets based on an application to finance of quantum gauge theory, developing ideas of Ilinski. We present a numerical algorithm for the computation of the probability distribution of prices and compare the results with APPLE stocks prices and the S&P500 index.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Giovanni Paolinelli, Gianni Arioli,