Wednesday, August 6, 2014

The Analogue between Stock Market Crashes and Phase Transitions Do Physical Analogies of Stock Market Crashes Make Sense?

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Thermodynamics and Statistical Mechanics

www.theorie.physik.uni-goettingen.de/.../statistic...
University of Göttingen
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by R Kree - ‎Cited by 1 - ‎Related articles
3.2 Microcanonical ensemble . ... 3.12 Canonical ensemble with variable volume . .... physical input such as rules governing finance markets or social systems.
 
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Do Physical Analogies of Stock Market Crashes Make Sense?

dl.tufts.edu/file_assets/tufts:UA005.022.025.00001
Apr 11, 2013 - 4 The Analogue between Stock Market Crashes and Phase Transitions. 36 ...... In the canonical ensemble we replace the assumption of fixed ...
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    Statistical ensembles for money and debt

    arxiv.org/pdf/1109.0891
    arXiv
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    by S Viaggiu - ‎2011 - ‎Cited by 2 - ‎Related articles
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  • Path Integrals in Quantum Mechanics, Statistics, Polymer ...

    books.google.com/books?isbn=9814273570
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    Dynamical Models for Herd Behavior in Financial Markets

    fracton.khu.ac.kr/ppt/03_summer_03.ppt
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    Entropy, Order Parameters, and Complexity - Are you sure ...

    pages.physics.cornell.edu/.../EntropyOrderParametersComplexity.pdf
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    robertfolkerts.tumblr.com/
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  • The Statistical Mechanics of Financial Markets Voit - Logobook

    www.logobook.kz/prod_show.php?object_uid=11089099
    This third edition of The Statistical Mechanics of Financial Markets especially .... in the micro-canonical, canonical and grand-canonical ensembles are carefully ...
  • Abstracts List - SigmaPhi2014 - Politecnico di Torino

    www.sigmaphi.polito.it/index.php?option=com_content&view...
    Thermodynamics Of Bosonic Systems In The Canonical Ensemble. Kharcheva A.A..pdf ... Controlling The Dynamics Of Herding Dominant Financial Markets
  • Isobar of an ideal Bose gas within the grand canonical ...

    www.researchgate.net/.../51938848_Isobar_of_an_ideal_B...
    ResearchGate
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    the grand canonical ensemble, for a large yet finite number of particles, N. After solving the equation of the ...... Statistics, Polymer Physics, and Financial Markets
  • Nonextensive Statistical Mechanics and Its Applications

    books.google.com/books?isbn=3540412085
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