Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading

Mathematical and Computer Modelling

Volumn 23, Issue 7, 1996, Pages 101-121

  Ingber, L ^a  

^a Wacker Dr PO Sears Tower   (United States)

Author keywords

Economics; Finance; Simulated annealing; Statistical mechanics

Indexed keywords

EID: 0000432780     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/0895-7177(96)00032-5     Document Type: Article

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