Bose-Einstein Condensation in Financial Systems
统计力学
2008-12-10 v1 软凝聚态物质
统计金融
摘要
We describe financial systems as condensates, similar to Bose-Einstein condensates, and calculate statistical distributions following from the model. The calculated distributions of investments into speculated financial assets are found equivalent to a Pareto distribution, and the calculated distributions of the price moves are found equivalent to exponentially truncated Levy distributions.
关键词
引用
@article{arxiv.cond-mat/0303271,
title = {Bose-Einstein Condensation in Financial Systems},
author = {Kestutis Staliunas},
journal= {arXiv preprint arXiv:cond-mat/0303271},
year = {2008}
}