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Canonical momenta indicators of financial markets and neocortical EEG

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L. Ingber ()

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Paper provided by Lester Ingber in its series Lester Ingber Papers with number 96cm.

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Handle: RePEc:lei:ingber:96cm

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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. L. Ingber, . "Statistical mechanical aids to calculating term structure models," Lester Ingber Papers 90ac, Lester Ingber. [Downloadable!]
  2. L. Ingber, . "Path-integral Riemannian contributions to nuclear Schrodinger equation," Lester Ingber Papers 84pi, Lester Ingber. [Downloadable!]
  3. Clark, Peter K, 1973. "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," Econometrica, Econometric Society, vol. 41(1), pages 135-55, January. [Downloadable!] (restricted)
  4. L. Ingber, . "Riemannian corrections to velocity-dependent nuclear forces," Lester Ingber Papers 83rc, Lester Ingber.
  5. L. Ingber, . "Mathematical comparison of JANUS(T) simulation to National Training Center," Lester Ingber Papers 89mj, Lester Ingber.
  6. L. Ingber, . "Mathematical comparison of computer models to exercise data," Lester Ingber Papers 89mc, Lester Ingber.
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  7. L. Ingber, . "Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading," Lester Ingber Papers 96nn, Lester Ingber. [Downloadable!]
  8. L. Ingber & H. Fujio & M.F. Wehner, . "Mathematical comparison of combat computer models to exercise data," Lester Ingber Papers 91mc, Lester Ingber. [Downloadable!]
  9. L. Ingber, . "Statistical mechanics of neocortical interactions. I. Basic formulation," Lester Ingber Papers 82ni, Lester Ingber. [Downloadable!]
  10. L. Ingber, . "Adaptive Simulated Annealing (ASA)," Lester Ingber Software asa, Lester Ingber. [Downloadable!]
  11. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July. [Downloadable!] (restricted)
  12. L. Ingber, . "Very fast simulated re-annealing," Lester Ingber Papers 89vf, Lester Ingber. [Downloadable!]
  13. 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)
  14. L. Ingber, . "Statistical mechanics of combat and extensions," Lester Ingber Papers 93ce, Lester Ingber. [Downloadable!]
  15. L. Ingber, . "Statistical mechanics of neocortical interactions," Lester Ingber Papers 86ni, Lester Ingber.
  16. L. Ingber, . "Statistical mechanics of multiple scales of neocortical interactions," Lester Ingber Papers 95ms, Lester Ingber. [Downloadable!]
  17. L. Ingber, . "Adaptive simulated annealing (ASA): Lessons learned," Lester Ingber Papers 96as, Lester Ingber. [Downloadable!]
  18. Taylor, Stephen J., 1982. "Tests of the Random Walk Hypothesis Against a Price-Trend Hypothesis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(01), pages 37-61, March. [Downloadable!]
  19. Brock, William & Lakonishok, Josef & LeBaron, Blake, 1992. " Simple Technical Trading Rules and the Stochastic Properties of Stock Returns," Journal of Finance, American Finance Association, vol. 47(5), pages 1731-64, December. [Downloadable!] (restricted)
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  20. Mandelbrot, Benoit B, 1971. "When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models," The Review of Economics and Statistics, MIT Press, vol. 53(3), pages 225-36, August. [Downloadable!] (restricted)
  21. L. Ingber & P.L. Nunez, . "Multiple scales of statistical physics of neocortex: Application to electroencephalography," Lester Ingber Papers 90ms, Lester Ingber.
  22. L. Ingber & D.D. Sworder, . "Statistical mechanics of combat with human factors," Lester Ingber Papers 91ch, Lester Ingber. [Downloadable!]
  23. L. Ingber, . "Simulated annealing: Practice versus theory," Lester Ingber Papers 93sa, Lester Ingber. [Downloadable!]
  24. 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!]
  25. L. Ingber, . "Riemannian contributions to short-ranged velocity-dependent nucleon-nucleon interactions," Lester Ingber Papers 86rc, Lester Ingber. [Downloadable!]
  26. L. Ingber, . "Statistical mechanics of nonlinear nonequilibrium financial markets," Lester Ingber Papers 84nn, Lester Ingber. [Downloadable!]
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(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, . "High-resolution path-integral development of financial options," Lester Ingber Papers 00hr, Lester Ingber. [Downloadable!]
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  2. L. Ingber, . "Statistical mechanics of portfolios of options," Lester Ingber Papers 02po, Lester Ingber. [Downloadable!]
  3. L. Ingber & J.K. Wilson, . "Volatility of volatility of financial markets," Lester Ingber Papers 99vv, Lester Ingber. [Downloadable!]
  4. L. Ingber, . "Some Applications of Statistical Mechanics of Financial Markets," Lester Ingber Papers 98sa, Lester Ingber. [Downloadable!]
  5. M. Bowman & L. Ingber, . "Canonical momenta of nonlinear combat," Lester Ingber Papers 97cm, Lester Ingber. [Downloadable!]
  6. L. Ingber & J.K. Wilson, . "Statistical mechanics of financial markets: Exponential modifications to Black-Scholes," Lester Ingber Papers 00fm, Lester Ingber. [Downloadable!]
  7. L. Ingber & R.P. Mondescu, . "Automated internet trading based on optimized physics models of markets," Lester Ingber Papers 03ai, Lester Ingber. [Downloadable!]
  8. L. Ingber & R.P. Mondescu, . "Optimization of trading physics models of markets," Lester Ingber Papers 01ot, Lester Ingber. [Downloadable!]
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