Market price simulator based on analog electrical circuit
Statistical Mechanics
2008-12-10 v1 Statistical Finance
Abstract
We constructed an analog electrical circuit which generates fluctuations in which probability density function has power law tails. In the circuit fluctuations with an arbitrary exponent of the power law can be obtained by adjusting the resistance. With this low cost circuit the random fluctuations which have the similar statistics to foreign exchang rates can be generated as fast as an expensive digital computer.
Cite
@article{arxiv.cond-mat/0104318,
title = {Market price simulator based on analog electrical circuit},
author = {Aki-Hiro Sato and Hideki Takayasu},
journal= {arXiv preprint arXiv:cond-mat/0104318},
year = {2008}
}
Comments
13 pages, 8 figures; appears to Proceedings of Empirical Science of Financial Fluctuations - Econophysics on the Horizon, Ed. by H.Takayasu