Random walker in temporally deforming higher-order potential forces observed in a financial crisis.
Watanabe K, Takayasu H, Takayasu M.
Watanabe K, et al. Among authors: takayasu h, takayasu m.
Phys Rev E Stat Nonlin Soft Matter Phys. 2009 Nov;80(5 Pt 2):056110. doi: 10.1103/PhysRevE.80.056110. Epub 2009 Nov 19.
Phys Rev E Stat Nonlin Soft Matter Phys. 2009.
PMID: 20365046
Basic peculiarities of market price fluctuations are known to be well described by a recently developed random-walk model in a temporally deforming quadratic potential force whose center is given by a moving average of past price traces [M. Takayasu, T. Mizuno, and …
Basic peculiarities of market price fluctuations are known to be well described by a recently developed random-walk model in a temporally de …