Hydrodynamics of Markets: Hidden Links Between Physics and Finance

By A. Lipton

Published 2024-03-18

Everscope rating
1608.6
Relevance to quantitative trading
8 / 10
Implementation complexity
9 / 10
Reproducibility
4 / 5

About this paper

Methodology: Kelvin wave formalism. Problem types: Time Series Forecasting, Option Pricing, Risk Management.

arXiv:2403.09761 ยท Paper rankings

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