3 papers
q-fin.CP2012
A New Kind of Finance
Philip Z. Maymin
Finance has benefited from the Wolfram's NKS approach but it can and will benefit even more in the future, and the gains from the influence may actually be concentrated among pract…
q-fin.PM2011
Constructing the Best Trading Strategy: A New General Framework
Philip Z. Maymin, Zakhar G. Maymin
We introduce a new general framework for constructing the best trading strategy for a given historical indicator. We construct the unique trading strategy with the highest expected…
quant-ph1997
Programming Complex Systems
Philip Maymin
Classical programming languages cannot model essential elements of complex systems such as true random number generation. This paper develops a formal programming language called t…