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Some Applications of Statistical Mechanics of Financial Markets

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L. Ingber ()

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

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Handle: RePEc:lei:ingber:98sa

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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. French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March. [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 & H. Fujio & M.F. Wehner, . "Mathematical comparison of combat computer models to exercise data," Lester Ingber Papers 91mc, Lester Ingber. [Downloadable!]
  5. L. Ingber, . "Adaptive Simulated Annealing (ASA)," Lester Ingber Software asa, Lester Ingber. [Downloadable!]
  6. L. Ingber, . "Statistical mechanics of neocortical interactions," Lester Ingber Papers 86ni, Lester Ingber.
  7. L. Ingber, . "Canonical momenta indicators of financial markets and neocortical EEG," Lester Ingber Papers 96cm, Lester Ingber. [Downloadable!]
  8. 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!]
  9. 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, . "A simple options training model," Lester Ingber Papers 99so, 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 & J.K. Wilson, . "Statistical mechanics of financial markets: Exponential modifications to Black-Scholes," Lester Ingber Papers 00fm, Lester Ingber. [Downloadable!]
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This page was last updated on 2009-12-12.

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