A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
The thermodynamics of markets is analyzed, revealing parallels with thermodynamic laws.
Consider the one-parameter generalizations of the logarithmic and exponential functions which are obtained from the integration of non-symmetrical hyperboles. These generalizations coincide to the one obtained in the context of non-extensive thermostatistics. We show that these functions are suitable to describe and un…
We analyze social and economic systems with a hierarchical structure and show that for such systems, it is possible to construct thermostatistics, based on the intermediate Gentile statistics. We show that in social and economic hierarchical systems there are elements that obey the Fermi-Dirac statistics and can be cal…