3 papers
q-fin.ST2024
Comparative analysis of stationarity for Bitcoin and the S&P500
Yaoyue Tang, Karina Arias-Calluari, Michael S. Harré
This paper compares and contrasts stationarity between the conventional stock market and cryptocurrency. The dataset used for the analysis is the intraday price indices of the S&P5…
quant-ph2024
Closed-form solutions for the Salpeter equation
Fernando Alonso-Marroquin, Yaoyue Tang, Fatemeh Gharari +1
We propose integral representations and analytical solutions for the propagator of the dimensional Salpeter Hamiltonian, describing a relativistic quantum particle with no sp…
cond-mat.stat-mech2023
Variable order porous media equations: Application on modeling the S&P500 and Bitcoin price return
Yaoyue Tang, Fatemeh Gharari, Karina Arias-Calluari +2
This article reveals a specific category of solutions for the Variable Order (VO) nonlinear fractional Fokker-Planck equations. These solutions are formulated using VO -Ga…