Five Years of Phase Space Dynamics of the Standard & Poor’s 500
Inhomogeneous density of states in a discrete model of Standard & Poor’s 500 phase space leads to inequitable predictability of market events. Most frequent events might be efficiently predicted in the long run as expected from Mean reversion theory. Stocks have different mobility in phase space...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2019-06-01
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| Series: | Applied Mathematics and Nonlinear Sciences |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/AMNS.2019.1.00019 |