Adelic theory of stock market
AbstractThe p-adic theory of the stock market is presented. It is shown that the price dynamics is very naturally described by the adelic function. The procedure of derivation of the functional integral formulation of adelic type is derived from microscopic models using generalized supercoherent states.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1102.2515.
Date of creation: Feb 2011
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Web page: http://arxiv.org/
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-02-26 (All new papers)
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- Lux, Thomas, 1998. "The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 33(2), pages 143-165, January.
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