A Probability Density Function for Google's stocks
Physics and Society
2008-12-02 v1 Statistical Finance
Authors:
V. Dorobantu
Abstract
It is an approach to introduce the forward Kolmogorov equation as an interesting natural ingredient in studying the evolution of the market stock prices.
Cite
@article{arxiv.physics/0612091,
title = {A Probability Density Function for Google's stocks},
author = {V. Dorobantu},
journal= {arXiv preprint arXiv:physics/0612091},
year = {2008}
}
Related papers
View all related →
Mathematical Physics · Physics
On the solution of the Kolmogorov-Feller equation arising in the model of biological evolution
Olga S. Rozanova
2023-05-30
Computational Finance · Quantitative Finance
Estimating the Algorithmic Complexity of Stock Markets
Olivier Brandouy, Jean-Paul Delahaye, Lin Ma
2015-04-17
Optimization and Control · Mathematics
Proximal Recursion for Solving the Fokker-Planck Equation
Kenneth F. Caluya, Abhishek Halder
2018-11-16
High Energy Physics - Lattice · Physics
Display of probability densities for data from a continuous distribution
Bernd A. Berg
2012-01-30
Portfolio Management · Quantitative Finance
Can Google Trends search queries contribute to risk diversification?
Ladislav Kristoufek
2013-10-08
Physics and Society · Physics
Stock Mechanics: a classical approach
Caglar Tuncay
2008-12-10
Statistical Finance · Quantitative Finance
The Time Function of Stock Price
Shengfeng Mei, Hong Gao
2023-02-22
Probability · Mathematics
Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach
Mattia Martini
2024-11-20
Dynamical Systems · Mathematics
On numerical density approximations of solutions of SDEs with unbounded coefficients
Linghua Chen, Espen Robstad Jakobsen, Arvid Naess
2016-11-29
Computational Finance · Quantitative Finance
Calibrating rough volatility models: a convolutional neural network approach
Henry Stone
2019-07-30
Computational Engineering, Finance, and Science · Computer Science
Towards Understanding the Predictability of Stock Markets from the Perspective of Computational Complexity
James Aspnes, David F. Fischer, Michael J. Fischer, Ming-Yang Kao +1
2007-05-23
Statistical Finance · Quantitative Finance
Stock prices assessment: proposal of a new index based on volume weighted historical prices through the use of computer modeling
Tiago Colliri, Fernando F. Ferreira
2021-08-31
Social and Information Networks · Computer Science
Improving Stock Market Prediction via Heterogeneous Information Fusion
Xi Zhang, Yunjia Zhang, Senzhang Wang, Yuntao Yao +2
2018-01-03
Statistical Finance · Quantitative Finance
Stock Market Trend Analysis Using Hidden Markov Models
G. Kavitha, A. Udhayakumar, D. Nagarajan
2013-11-20
Statistical Finance · Quantitative Finance
Applications of deep learning in stock market prediction: recent progress
Weiwei Jiang
2021-08-13
Physics and Society · Physics
Dynamical Stochastic Processes of Returns in Financial Markets
Gyuchang Lim, Soo Yong Kim, Junyuan Zhou, Seong-Min Yoon +1
2008-12-02
Neural and Evolutionary Computing · Computer Science
Convolutional Neural Network(CNN/ConvNet) in Stock Price Movement Prediction
Kunal Bhardwaj
2021-06-04
Pricing of Securities · Quantitative Finance
Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory
Mingwen Liu, Junbang Huo, Yulin Wu, Jinge Wu
2021-04-21
General Finance · Quantitative Finance
Non - Randomness Stock Market Price Model (Amended)
Aleksey Kharevsky
2011-04-13
Statistical Finance · Quantitative Finance
Evolutionary Dynamics of Investors Expectations and Market Price Movement
Inga Ivanova
2023-12-19
Logic · Mathematics
Probability functions in the context of signed involutive meadows
Jan A. Bergstra, Alban Ponse
2016-12-23
Computational Engineering, Finance, and Science · Computer Science
Construction of stock molecular system and popularization of Density Functional Theory in stock market
Huajian Li, Longjian Li, Jiajian Liang
2023-10-18
Signal Processing · Electrical Eng. & Systems
Probability density evolution filter
Yazhou Xu
2021-07-21
Computational Finance · Quantitative Finance
A model for stocks dynamics based on a non-Gaussian path integral
Giovanni Paolinelli, Gianni Arioli
2018-12-26
Physics and Society · Physics
The market efficiency in the stock markets
Jae-Suk Yang, Wooseop Kwak, Taisei Kaizoji, In-mook Kim
2008-12-02