Backward jump continuous-time random walk: an application to market trading.

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Universality of market superstatistics.Parrondo-like behavior in continuous-time random walks with memory.

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Backward jump continuous-time random walk: an application to market trading.

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2010 nî lūn-bûn

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Backward jump continuous-time random walk: an application to market trading.

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Backward jump continuous-time random walk: an application to market trading.

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Backward jump continuous-time random walk: an application to market trading.

@en

Backward jump continuous-time random walk: an application to market trading.

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Backward jump continuous-time random walk: an application to market trading.

@en

Backward jump continuous-time random walk: an application to market trading.

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P1476

Backward jump continuous-time random walk: an application to market trading.

@en

P2093

Ryszard Kutner

http://www.w3.org/2001/XMLSchema#string

Tomasz Gubiec

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P2860

Continuous-time random-walk model for financial distributions

A tutorial on hidden Markov models and selected applications in speech recognition

Scaling and data collapse for the mean exit time of asset prices.

Model for interevent times with long tails and multifractality in human communications: an application to financial trading.

Diffusion of epicenters of earthquake aftershocks, Omori's law, and generalized continuous-time random walk models.

Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation.

The application of continuous-time random walks in finance and economics

Random Walks on Lattices. II

The continuous time random walk formalism in financial markets

Dispersive (non-Gaussian) transient transport in disordered solids

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046119

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scholarly article

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10.1103/PHYSREVE.82.046119

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English

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4 Pt 2

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P478

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P577

2010-10-27T00:00:00Z

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P5875

49750932

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P698

21230357

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Backward jump continuous-time random walk: an application to market trading.

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P2860

P2860

Backward jump continuous-time random walk: an application to market trading.

description

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type

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P1433

P1476

P2093

P2860

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P31

P356

P407

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P356

P1433

P1476

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P31

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P433

P478

P577

P5875

P698