2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/208719Statistical dynamics of financial systems is investigated, based on a model of a randomly coupled equation system driven by a stochastic Langevin force. Anticorrelations of price returns, and subdiffusion of prices is found from the model, and and compared with those calculated from historical $/EURO exchange rates.Disordered Systems and Neural NetworksStatistical MechanicsComputational Engineering, Finance, and ScienceStatistical Financetext