4 citations · 9 across the 8 of their papers we have counts for
4 papers · 1 filter
Uncertainty relations in models of market microstructure
Ted Theodosopoulos
This paper presents a new interacting particle system and uses it as a spin model for financial market microstructure. The asymptotic analysis of this stochastic process exhibits a…
Evolution at the Edge of Chaos: A Paradigm for the Maturation of the Humoral Immune Response
Patricia Theodosopoulos, Ted Theodosopoulos
We study the maturation of the antibody population following primary antigen presentation as a global optimization problem. Emphasis is placed on the trade-off between the safety o…
A computational study of the statistical mechanics of antibody-antigen conformations
Patricia Theodosopoulos, Ted Theodosopoulos
We describe the representation of the chemical affinity between the antigen-combining site of the immunoglobulin molecule and the antigen molecule as the probability of the two mol…
Short-term equity dynamics and endogenous market fluctuations
Ted Theodosopoulos, Muffasir Badshah
We present a model that investigates the spontaneous emergence of randomness in equity market microstructure. The phase space analysis of our model exposes an endogenous source of…