Bridging a paradigmatic financial model and nonextensive entropy

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Second law and entropy production in a nonextensive system.

A model of superconducting vortices under overdamped motion is currently used for describing type-II superconductors. Recently, this model has been identified to a nonlinear Fokker-Planck equation and associated to an entropic form characteristic of nonextensive statistical mechanics, S(2)(t)≡S((q)=2)(t). In the present work, we consider a system of superconducting vortices under overdamped mot...

متن کامل

Uniqueness of Nonextensive entropy under Renyi's Recipe

By replacing linear averaging in Shannon entropy with Kolmogorov-Nagumo average (KN-averages) or quasilinear mean and further imposing the additivity constraint, Rényi proposed the first formal generalization of Shannon entropy. Using this recipe of Rényi, one can prepare only two information measures: Shannon and Rényi entropy. Indeed, using this formalism Rényi characterized these additive en...

متن کامل

Risk aversion in financial decisions : A nonextensive approach ∗

The sensitivity to risk that most people (hence, financial operators) feel affects the dynamics of financial transactions. Here we present an approach to this problem based on a current generalization of Boltzmann-Gibbs statistical mechanics. An important question in the theory of financial decisions is how to take into account those psychological attitudes of human beings that produce signific...

متن کامل

A nonextensive entropy approach to solar wind intermittency

The probability distributions (PDFs) of the differences of any physical variable in the intermittent, turbulent interplanetary medium are scale dependent. Strong non-Gaussianity of solar wind fluctuations applies for short time-lag spacecraft observations, corresponding to small-scale spatial separations, whereas for large scales the differences turn into a Gaussian normal distribution. These c...

متن کامل

Nonextensive Entropy Approach to Space Plasma Fluctuations and Turbulence

Spatial intermittency in fully developed turbulence is an established feature of astrophysical plasma fluctuations and in particular apparent in the interplanetary medium by in situ observations. In this situation the classical Boltzmann-Gibbs extensive thermo-statistics, applicable when microscopic interactions and memory are short ranged and the environment is a continuous and differentiable ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Europhysics Letters (EPL)

سال: 2005

ISSN: 0295-5075,1286-4854

DOI: 10.1209/epl/i2004-10436-6