4 citations · 4 across the 2 of their papers we have counts for
2 papers
q-fin.MF2015
Market shape formation, statistical equilibrium and neutral evolution theory
Sergey Sosnovskiy
Mathematical methods of population genetics and framework of exchangeability provide a Markov chain model for analysis and interpretation of stochastic behaviour of equity markets,…
q-fin.MF2015★ 4 cited
On financial applications of the two-parameter Poisson-Dirichlet distribution
Sergey Sosnovskiy
Capital distribution curve is defined as log-log plot of normalized stock capitalizations ranked in descending order. The curve displays remarkable stability over periods of time.…