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- W3123251064 abstract "We report on initial studies of a quantum field theory defined on a lattice with multi-ladder geometry and the dilation group as a local gauge symmetry. The model is relevant in the cross-disciplinary area of econophysics. A corresponding proposal by Ilinski aimed at gauge modeling in non-equilibrium pricing is implemented in a numerical simulation. We arrive at a probability distribution of relative gains which matches the high frequency historical data of the NASDAQ stock exchange index." @default.
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- W3123251064 date "2010-01-01" @default.
- W3123251064 modified "2023-09-26" @default.
- W3123251064 title "Gauge Invariant Lattice Quantum Field Theory: Implications for Statistical Properties in High Frequency Financial Markets" @default.
- W3123251064 doi "https://doi.org/10.2139/ssrn.3357724" @default.
- W3123251064 hasPublicationYear "2010" @default.
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