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q-fin.GN2007★ 5 cited
The Grounds For Time Dependent Market Potentials From Dealers' Dynamics
Kenta Yamada, Hideki Takayasu, Misako Takayasu
We apply the potential force estimation method to artificial time series of market price produced by a deterministic dealer model. We find that dealers' feedback of linear predicti…
physics.gen-ph2007★ 6 cited
Stochasticity and Non-locality of Time
Toru Ohira
We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models…