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Some Applications of Statistical Mechanics of Financial Markets

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  • L. Ingber

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Bibliographic Info

Paper provided by Lester Ingber in its series Lester Ingber Papers with number 98sa.

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Date of creation: 1998
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Handle: RePEc:lei:ingber:98sa

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References

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  1. L. Ingber, 1990. "Statistical mechanical aids to calculating term structure models," Lester Ingber Papers 90ac, Lester Ingber.
  2. L. Ingber, 1996. "Nonlinear nonequilibrium nonquantum nonchaotic statistical mechanics of neocortical interactions," Lester Ingber Papers 96nn, Lester Ingber.
  3. L. Ingber & H. Fujio & M.F. Wehner, 1991. "Mathematical comparison of combat computer models to exercise data," Lester Ingber Papers 91mc, Lester Ingber.
  4. L. Ingber & M.F. Wehner & G.M. Jabbour & T.M. Barnhill, 1991. "Application of statistical mechanics methodology to term-structure bond-pricing models," Lester Ingber Papers 91as, Lester Ingber.
  5. L. Ingber, 1984. "Statistical mechanics of nonlinear nonequilibrium financial markets," Lester Ingber Papers 84nn, Lester Ingber.
  6. French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March.
  7. L. Ingber, 1993. "Adaptive Simulated Annealing (ASA)," Lester Ingber Software asa, Lester Ingber.
  8. L. Ingber, 1986. "Statistical mechanics of neocortical interactions," Lester Ingber Papers 86ni, Lester Ingber.
  9. L. Ingber, 1996. "Canonical momenta indicators of financial markets and neocortical EEG," Lester Ingber Papers 96cm, Lester Ingber.
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Cited by:
  1. L. Ingber, 2000. "High-resolution path-integral development of financial options," Lester Ingber Papers 00hr, Lester Ingber.
  2. L. Ingber, 1999. "A simple options training model," Lester Ingber Papers 99so, Lester Ingber.
  3. L. Ingber & J.K. Wilson, 1999. "Volatility of volatility of financial markets," Lester Ingber Papers 99vv, Lester Ingber.
  4. L. Ingber & J.K. Wilson, 2000. "Statistical mechanics of financial markets: Exponential modifications to Black-Scholes," Lester Ingber Papers 00fm, Lester Ingber.

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