Bose-Einstein Condensation in Financial Systems
| dc.creator | Staliunas, Kestutis | |
| dc.date | 2003-03-14 | |
| dc.date.accessioned | 2026-07-07T12:11:01Z | |
| dc.date.available | 2026-07-07T12:11:01Z | |
| dc.description | We describe financial systems as condensates, similar to Bose-Einstein condensates, and calculate statistical distributions following from the model. The calculated distributions of investments into speculated financial assets are found equivalent to a Pareto distribution, and the calculated distributions of the price moves are found equivalent to exponentially truncated Levy distributions. | |
| dc.identifier | https://arxiv.org/abs/cond-mat/0303271 | |
| dc.identifier | http://arxiv.org/abs/cond-mat/0303271 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/210097 | |
| dc.subject | Statistical Mechanics | |
| dc.subject | Soft Condensed Matter | |
| dc.subject | Statistical Finance | |
| dc.title | Bose-Einstein Condensation in Financial Systems | |
| dc.type | text |