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Econophysics 1 Financial markets 1 Gauge invariance 1 Statistical field theory 1
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Dupoyet, B. 1 Fiebig, H.R. 1 Musgrove, D.P. 1
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Physica A: Statistical Mechanics and its Applications 1
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Gauge invariant lattice quantum field theory: Implications for statistical properties of high frequency financial markets
Dupoyet, B.; Fiebig, H.R.; Musgrove, D.P. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 1, pp. 107-116
We report on initial studies of a quantum field theory defined on a lattice with multi-ladder geometry and the dilation group as a local gauge symmetry. The model is relevant in the cross-disciplinary area of econophysics. A corresponding proposal by Ilinski aimed at gauge modeling in...
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