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: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 into qPATHINT. Previous publications applied qPATHINT to two systems developed by the author, in neocortical...

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

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...

Hybrid Classical-Quantum computing has already arrived at several commercial quantum computers, offered to researchers and businesses. Here, applications are made to a model of financial options, Statistical Mechanics of Financial Markets (SMFM). These applications were published in many papers...

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...

NOTE: This is a description of the abstract and is not the actual abstract. In-depth modeling of three quite different multivariate nonlinear multiplicative Gaussian-Markovian systems have yielded some insights into the generic benefits to be obtained by application of adaptive simulated...

NOTE: The following is a description of the paper and not the actual abstract. Canonical momenta indicators (CMI), derived from Lagrangians of path integrals of multivariate conditional probabilities, are introduced as technical indicators for time-series as arise in analyses of both...

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...