20 citations · 22 across the 4 of their papers we have counts for
4 papers
Black-Scholes-Like Derivative Pricing With Tsallis Non-extensive Statistics
Fredrick Michael, M. D. Johnson
We recently showed that the S&P500 stock market index is well described by Tsallis non-extensive statistics and nonlinear Fokker-Planck time evolution. We argued that these results…
Financial Market Dynamics
Fredrick Michael, M. D. Johnson
Distributions derived from non-extensive Tsallis statistics are closely connected with dynamics described by a nonlinear Fokker-Planck equation. The combination shows promise in de…
Ensemble Density Functional Approach to Charge-Spin Textures in Inhomogeneous Quantum Hall Systems
O. Heinonen, J. M. Kinaret, M. D. Johnson
We extend our ensemble density functional approach to quantum Hall systems to include non-collinear spins to study charge-spin textures in inhomogeneous quantum Hall systems. We ha…
Mesoscopic transport beyond linear response
O. Heinonen, M. D. Johnson
We present an approach to steady-state mesoscopic transport based on the maximum entropy principle formulation of nonequilibrium statistical mechanics. Our approach is not limited…