Of course, now we know that quantum mechanics has been a fundamental structure of our world since our universe came into being. However, it has been only a century since the experimental and theoretical discovery of quantum mechanics and its extensions into many implications and applications. In...

Methods of path integrals are used to develop multi-factor probabilities of bid-ask variables for use in high-frequency trading (HFT). Adaptive Simulated Annealing (ASA) is used to fit the nonlinear forms so developed to a day of bitmex tick data. Maxima algebraic code is used to develop the...

A path-integral algorithm, PATHINT, used previously for several systems, has been generalized from 1 dimension to N dimensions, and from classical to quantum systems, qPATHINT. Pilot quantum applications have been made to neocortical interactions and financial options in 1 dimension. Future work...

Background:Forecasting nonlinear stochastic systems most often is quite difficult, without giving in to temptations to simply simplify models for the sake of permitting simple computations.Objective:Here, two basic algorithms, Adaptive Simulated Annealing (ASA) and path-integral codes...

Motivated by path-integral numerical solutions of diffusion processes, PATHINT, we present a new tree algorithm, PATHTREE, which permits extremely fast accurate computation of probability distributions of a large class of general nonlinear diffusion processes

The author previously developed a numerical multivariate path-integral algorithm, PATHINT, which has been applied to several classical physics systems, including statistical mechanics of neocortical interactions, options in financial markets, and other nonlinear systems including chaotic...

The author previously developed a numerical multivariate path-integral algorithm, PATHINT, which has been applied to several classical physics systems, including statistical mechanics of neocortical interactions, options in financial markets, and other nonlinear systems including chaotic...

Background: Forecasting nonlinear stochastic systems most often is quite difficult, without giving in to temptations to simply simplify models for the sake of permitting simple computations.Objective: Here, two basic algorithms, Adaptive Simulated Annealing (ASA) and path-integral codes...

The author previously developed a generalization of a binomial tree algorithm, PATHTREE, to develop options pricing for multiplicative-noise models possessing quite generally time dependent and nonlinear means and variances. This code is generalized here for complex variable spaces, to produce...

Ideas by Statistical Mechanics (ISM) is a generic program to model evolution and propagation of ideas/patterns throughout populations subjected to endogenous and exogenous interactions. The program is based on the author's work in Statistical Mechanics of Neocortical Interactions (SMNI). This...