Statistical mechanics of neocortical interactions: Portfolio of physiological indicators
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Bibliographic InfoPaper provided by Lester Ingber in its series Lester Ingber Papers with number 06pp.
Date of creation: 2006
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Other versions of this item:
- L. Ingber, 2009. "Statistical mechanics of neocortical interactions: Portfolio of physiological indicators," Lester Ingber Papers 09pp, Lester Ingber.
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.:
- Y. Malevergne & D. Sornette, 2001. "General framework for a portfolio theory with non-Gaussian risks and non-linear correlations," Papers cond-mat/0103020, arXiv.org.
- L. Ingber, 1982. "Statistical mechanics of neocortical interactions. I. Basic formulation," Lester Ingber Papers 82ni, Lester Ingber.
- Rosenberg, Joshua V. & Schuermann, Til, 2006.
"A general approach to integrated risk management with skewed, fat-tailed risks,"
Journal of Financial Economics,
Elsevier, vol. 79(3), pages 569-614, March.
- Joshua V. Rosenberg & Til Schuermann, 2004. "A general approach to integrated risk management with skewed, fat-tailed risks," Staff Reports 185, Federal Reserve Bank of New York.
- L. Ingber, 2006.
"Ideas by statistical mechanics (ISM),"
Lester Ingber Papers
06is, Lester Ingber.
- L. Ingber, 1986. "Statistical mechanics of neocortical interactions," Lester Ingber Papers 86ni, Lester Ingber.
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