Market price simulator based on analog electrical circuit

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dc.creatorSato, Aki-Hiro
dc.creatorTakayasu, Hideki
dc.date2001-04-18
dc.date.accessioned2026-07-07T12:10:57Z
dc.date.available2026-07-07T12:10:57Z
dc.descriptionWe constructed an analog electrical circuit which generates fluctuations in which probability density function has power law tails. In the circuit fluctuations with an arbitrary exponent of the power law can be obtained by adjusting the resistance. With this low cost circuit the random fluctuations which have the similar statistics to foreign exchang rates can be generated as fast as an expensive digital computer.
dc.description13 pages, 8 figures; appears to Proceedings of Empirical Science of Financial Fluctuations - Econophysics on the Horizon, Ed. by H.Takayasu
dc.identifierhttps://arxiv.org/abs/cond-mat/0104318
dc.identifierhttp://arxiv.org/abs/cond-mat/0104318
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/210079
dc.subjectStatistical Mechanics
dc.subjectStatistical Finance
dc.titleMarket price simulator based on analog electrical circuit
dc.typetext

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