2 papers
cond-mat.str-el2015
Duality at Lattice Scale around the Takhtajan-Babujain Point in the Bilinear Biquadratic Spin-1 Chain
Kuang-Ting Chen
In the literature, it is known that near the Takhtajan-Babujain point of the bilinear-biquadratic spin- chain, the low energy theory is captured by three Majorana fermions with…
q-fin.TR2015
Modeling Market Inefficiencies within a Single Instrument
Kuang-Ting Chen
In this paper, we propose a minimal model beyond geometric Brownian motion that aims to describe price actions with market inefficiency. From simple financial theory considerations…