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...

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...

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...

A modern calculus of multivariate nonlinear multiplicative Gaussian-Markovian systems provides models of many complex systems faithful to their nature, e.g., by not prematurely applying quasi linear approximations for the sole purpose of easing analysis. To handle these complex algebraic...

A paradigm of statistical mechanics of financial markets (SMFM) is fit to multivariate financial markets using Adaptive Simulated Annealing (ASA), a global optimization algorithm, to perform maximum likelihood fits of Lagrangians defined by path integrals of multivariate conditional...