Trading Price and Volume Probability Wave

Shi, Leilei

doi:10.1109/icnnb.2005.1614952

Cited by 1 publication

(1 citation statement)

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“…Uncertainty is implicated in fluctuation ratio and lucre, but information is expressed by intrinsic time. Financial market is described by the wave function of quantum theory [32]. The trade behavior relations of financial markets are a continuum, so differential games can be applied.…”

Section: Rationale Of Financial Solitons (Noneuclidean Geometry) Strumentioning

confidence: 99%

Solitary wave solutions of nonlinear financial markets: data-modeling-concept-practicing

Jin-long

Fei-te²

2007

Front. Phys. China

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This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear dynamics principle, with the data-modelconcept-practice issue-oriented reconstruction of the phase space by the high frequency trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold fiber bundle and gauge field in financial markets. In practical applications of financial markets, we have repeatedly carried out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely indicates a new science paradigm in the economy and society domains beyond physics. gauge modeling, financial soliton PACS numbers 89.65.Gh, 05.45.Yv

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Section: Rationale Of Financial Solitons (Noneuclidean Geometry) Strumentioning

confidence: 99%