THE STATISTICAL MECHANICS OF FINANCIAL MARKETS
By S. Prabakaran. 2007
295 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/77a888b6b1cafeaa1044f5363b66f136b9dba9af
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
Citations in the corpus
- A Double-Layer Neural Network Framework for High-Frequency Forecasting (2017, background): “Other distributions discussed in recent work include stable Levy distribution [Chiang et al. 2009; Voit 2013], t -distribution [Weitzman 2007], and power law distributions [Toda 2012; Toda and Walsh 2014].”