3 papers
q-fin.ST2025
Modelling financial time series with quantum field theory
Dimitrios Bachtis, David S. Berman, Arabella Schelpe
We use a quantum field theory with inhomogeneous couplings and explicit symmetry-breaking to model an ensemble of financial time series from the SP 500 index. The cont…
cond-mat.dis-nn2024
Lattice field theory as a multi-agent system of financial markets
Dimitrios Bachtis
We introduce a lattice field theory with frustrated dynamics as a multi-agent system to reproduce stylized facts of financial markets such as fat-tailed distributions of r…
hep-lat2024
Disordered Lattice Glass Quantum Field Theory
Dimitrios Bachtis
We study numerically the three-dimensional spin glass, a prototypical disordered and discretized Euclidean field theory that manifests inhomogeneities in space and time bu…