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Quantum Financial Economics - Risk and Returns
Quantum Financial Economics Multifractal Self-Organized Criticality Quantum Chaotic Volatility
2011/8/17
Abstract: Financial volatility risk is addressed through a multiple round evolutionary quantum game equilibrium leading to Multifractal Self-Organized Criticality (MSOC) in the financial returns and i...
The paper discusses the main ideas of the chaos theory and presents mainly the importance of the nonlinearities in the mathematical models. Chaos and order are apparently two opposite terms. The fact ...