vorticity is a pseudovector field Motion in random fields - an application to stock market data

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Motion in random fields - an application to stock market data

www.ul.ie/gleesonj/Papers/xmarket_randomfield_singlescale_ver4.pdf‎

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by JP Gleeson - ‎2003 - ‎Related articles

rather different interpretation: x(t) is the position vector (in 2 or 3 dimensions) of a .... field models of stock price motion is that the Eulerian field may, as in (18), ...

 

Vorticity - Wikipedia, the free encyclopedia

en.wikipedia.org/wiki/Vorticity‎

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In fluid dynamics, the vorticity is a pseudovector field that describes the local spinning .... a diffusion of vorticity away from the vortex cores into the general flow field. .... from http://en.wikipedia.org/w/index.php?title=Vorticity&oldid=586170193.

The volatility (standard deviation of returns) grows like that of a diffusion (random walk) process,

i.e. as the square root of the lag time, for lag times longer than about 10 minutes. However, higher

frequency (shorter lag) returns demonstrate a super-diffusive volatility, which can be fitted to powerlaws

with exponents found to range between 0.67 and 0.77 [6, 7].