This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Automated internet trading based on optimized physics models of markets

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
L. Ingber ()
R.P. Mondescu

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.ingber.com/markets03_automated.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Lester Ingber in its series Lester Ingber Papers with number 03ai.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length:
Date of creation:
Date of revision:
Handle: RePEc:lei:ingber:03ai

Contact details of provider:

For technical questions regarding this item, or to correct its listing, contact: ().

Related research
Keywords:

Other versions of this item:

This paper has been announced in the following NEP Reports: References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Merton, Robert C, 1973. "An Intertemporal Capital Asset Pricing Model," Econometrica, Econometric Society, vol. 41(5), pages 867-87, September. [Downloadable!] (restricted)
  2. Jensen, Michael C., 1978. "Some anomalous evidence regarding market efficiency," Journal of Financial Economics, Elsevier, vol. 6(2-3), pages 95-101. [Downloadable!] (restricted)
  3. L. Ingber, . "Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading," Lester Ingber Papers 96nn, Lester Ingber. [Downloadable!]
  4. L. Ingber & B. Rosen, . "Genetic algorithms and very fast simulated reannealing: A comparison," Lester Ingber Papers 92ga, Lester Ingber. [Downloadable!]
    Other versions:
  5. L. Ingber, . "Adaptive Simulated Annealing (ASA)," Lester Ingber Software asa, Lester Ingber. [Downloadable!]
  6. L. Ingber, . "Very fast simulated re-annealing," Lester Ingber Papers 89vf, Lester Ingber. [Downloadable!]
  7. Brown, Philip & Kleidon, Allan W. & Marsh, Terry A., 1983. "New evidence on the nature of size-related anomalies in stock prices," Journal of Financial Economics, Elsevier, vol. 12(1), pages 33-56, June. [Downloadable!] (restricted)
  8. L. Ingber, . "Statistical mechanics of neocortical interactions," Lester Ingber Papers 86ni, Lester Ingber.
  9. Harrison, J. Michael & Kreps, David M., 1979. "Martingales and arbitrage in multiperiod securities markets," Journal of Economic Theory, Elsevier, vol. 20(3), pages 381-408, June. [Downloadable!] (restricted)
  10. L. Ingber, . "Adaptive simulated annealing (ASA): Lessons learned," Lester Ingber Papers 96as, Lester Ingber. [Downloadable!]
  11. Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1998. "Noise dressing of financial correlation matrices," Science & Finance (CFM) working paper archive 500051, Science & Finance, Capital Fund Management. [Downloadable!]
  12. L. Ingber, . "Canonical momenta indicators of financial markets and neocortical EEG," Lester Ingber Papers 96cm, Lester Ingber. [Downloadable!]
  13. L. Ingber, . "Statistical mechanics of neocortical interactions: Stability and duration of the 7+-2 rule of short-term-memory capacity," Lester Ingber Papers 85st, Lester Ingber. [Downloadable!]
  14. L. Ingber, . "Simulated annealing: Practice versus theory," Lester Ingber Papers 93sa, Lester Ingber. [Downloadable!]
  15. Brock, W. & Lakonishok, J. & Lebaron, B., 1991. "Simple Technical Trading Rules And The Stochastic Properties Of Stock Returns," Working papers 90-22, Wisconsin Madison - Social Systems.
    Other versions:
  16. Shinichi Sakata & Halbert White, 1998. "High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility," Econometrica, Econometric Society, vol. 66(3), pages 529-568, May.
  17. L. Ingber & R.P. Mondescu, . "Optimization of trading physics models of markets," Lester Ingber Papers 01ot, Lester Ingber. [Downloadable!]
  18. L. Ingber & M.F. Wehner & G.M. Jabbour & T.M. Barnhill, . "Application of statistical mechanics methodology to term-structure bond-pricing models," Lester Ingber Papers 91as, Lester Ingber. [Downloadable!]
  19. L. Ingber, . "High-resolution path-integral development of financial options," Lester Ingber Papers 00hr, Lester Ingber. [Downloadable!]
  20. L. Ingber, . "Statistical mechanics of nonlinear nonequilibrium financial markets," Lester Ingber Papers 84nn, Lester Ingber. [Downloadable!]
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. L. Ingber, . "Statistical mechanics of portfolios of options," Lester Ingber Papers 02po, Lester Ingber. [Downloadable!]
Statistics
Access and download statistics

Did you know? The most prolific authors have over 400 items listed on IDEAS.

This page was last updated on 2008-9-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.