Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders
A microscopic model is established for financial Brownian motion from the direct observation of the dynamics of high-frequency traders (HFTs) in a foreign exchange market. Furthermore, a theoretical framework parallel to molecular kinetic theory is developed for the systematic description of the financial market from microscopic dynamics of HFTs. We report first on a microscopic empirical law of t
リリース、障害情報などのサービスのお知らせ
最新の人気エントリーの配信
j次のブックマーク
k前のブックマーク
lあとで読む
eコメント一覧を開く
oページを開く
Spectroscopy of Pionic Atoms in $^{122}\mathrm{Sn}(d,^{3}\mathrm{He})$ Reaction and Angular Dependence of the Formation Cross Sections
Three-Dimensional Coupled Dynamics of the Two-Fluid Model in Superfluid $^{4}\mathrm{He}$: Deformed Velocity Profile of Normal Fluid in Thermal Counterflow
Cluster-Based Haldane State in an Edge-Shared Tetrahedral Spin-Cluster Chain: Fedotovite ${\mathrm{K}}_{2}{\mathrm{Cu}}_{3}\mathrm{O}({\mathrm{SO}}_{4}{)}_{3}$
Theory for Transitions Between Exponential and Stationary Phases: Universal Laws for Lag Time
Spin-Orbital Correlated Dynamics in the Spinel-Type Vanadium Oxide ${\mathrm{MnV}}_{2}{\mathrm{O}}_{4}$
Ultrafast Control of the Polarity of ${\mathrm{BiCoO}}_{3}$ by Orbital Excitation as Investigated by Femtosecond Spectroscopy
Combined Analysis of Neutrino and Antineutrino Oscillations at T2K
Laboratory Observation of a Plasma-Flow-State Transition from Diverging to Stretching a Magnetic Nozzle
Quantum simulation of ($1+1$)-dimensional U(1) gauge-Higgs model on a lattice by cold Bose gases
Gamma Decay of Unbound Neutron-Hole States in $^{133}\mathrm{Sn}$
Slip Morphology of Elastic Strips on Frictional Rigid Substrates
Large impact of impurity concentration on spin transport in degenerate $n$-Ge
Designing Nanostructures for Phonon Transport via Bayesian Optimization
Isotope Effects on Trapped-Electron-Mode Driven Turbulence and Zonal Flows in Helical and Tokamak Plasmas
Effect of magnetism on lattice dynamics in ${\mathrm{SrFe}}_{2}{\mathrm{As}}_{2}$ using high-resolution inelastic x-ray scattering
Evidence of Halo Assembly Bias in Massive Clusters
Cell Chirality Induces Collective Cell Migration in Epithelial Sheets
In situ Determination of Surface Tension-to-Shear Viscosity Ratio for Quasiliquid Layers on Ice Crystal Surfaces
One-Way Transparency of Light in Multiferroic ${\mathrm{CuB}}_{2}{\mathrm{O}}_{4}$