Related papers: D-Brane solutions under market panic
Recently a new approach to inflation proposal has been constructed via the smeared coherent state picture of spacetime noncommutativity. Here we generalize this viewpoint to a Randall-Sundrum II braneworld scenario. This model realizes an…
In Randall-Sundrum type braneworld cosmologies, the dynamical equations on the three-brane differ from the general relativity equations by terms that carry the effects of embedding and of the free gravitational field in the five-dimensional…
We present a novel inflationary scenario in theories with low scale (TeV) quantum gravity, in which the standard model particles are localized on the branes whereas gravity propagates in the bulk of large extra dimensions. This inflationary…
We use insight from a model of earth tectonic plate movement to obtain a new understanding of the build up and release of stress in the price dynamics of the worlds stock exchanges. Nonlinearity enters the model due to a behavioral…
The Black-Litterman model is a framework for incorporating forward-looking expert views in a portfolio optimization problem. Existing work focuses almost exclusively on single-period problems with the forecast horizon matching that of the…
We investigate cosmological evolutions of the bulk scalar field $\phi(t)$ and the radion $d(t)$ in five-dimensional dilatonic two branes model. The bulk potential for the scalar field is taken as the exponential function $V_{bulk} \propto…
Diffusion processes driven by Fractional Brownian motion (FBM) have often been considered in modeling stock price dynamics in order to capture the long range dependence of stock price observed in reality. Option prices for such models had…
The Dvali, Gabadadze and Porrati (DGP) model has a self-accelerating solution, the positive branch, where the brane is asymptotically de Sitter. A de Sitter space-time can be seen as a boundary between quintessence-like behaviour and…
We employ the holographic method to study fluctuations and dissipation of an $n$-dimensional moving mirror coupled to quantum critical theories in $d$ spacetime dimensions. The bulk counterpart of the mirror with perfect reflection is a…
We develop an entropic framework to model the dynamics of stocks and European Options. Entropic inference is an inductive inference framework equipped with proper tools to handle situations where incomplete information is available. The…
Considering the very large body of knowledge which neuroimaging has put at our fingertips over the last three decades we looked at the brain with a fresh view which could unveil those 'old' things in new ways, in a framework which could…
Motivated by the problem of the evolution of bulk gravitational waves in Randall-Sundrum cosmology, we develop a characteristic numerical scheme to solve 1+1 dimensional wave equations in the presence of a moving timelike boundary. The…
Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…
The Stochastic Volatility (SV) model and its variants are widely used in the financial sector while recurrent neural network (RNN) models are successfully used in many large-scale industrial applications of Deep Learning. Our article…
The geometric approach to financial markets with proportional transaction cost prescribes to imbed a specific model (of stock market, of currency market etc.), usually given in a parametric form, into a natural framework defined by the two…
The Friedmann-Robertson-Walker metric with spherical topology is calculated as an effective metric at the brane in a multiple branes in $D-$dimensional spacetime scenario. In this model the radius of the brane is the cosmological scale…
We use the expectation of the range of an arithmetic Brownian motion and the method of moments on the daily high, low, opening and closing prices to estimate the volatility of the stock price. The daily price jump at the opening is…
The general solution for the static, spherical and asymptotically flat braneworld is derived by solving the bulk Einstein equation and braneworld dynamics. We show that it involves a large arbitrariness, which reduces the predictability of…
We investigate the general problem of how to model the kinematics of stock prices without considering the dynamical causes of motion. We propose a stochastic process with long-range correlated absolute returns. We find that the model is…
We present a finite-dimensional version of the quantum model for the stock market proposed in [C. Zhang and L. Huang, A quantum model for the stock market, Physica A 389(2010) 5769]. Our approach is an attempt to make this model consistent…