{
  "id": "cond-mat/0203591",
  "version": "v1",
  "published": "2002-03-28T12:29:24.000Z",
  "updated": "2002-03-28T12:29:24.000Z",
  "title": "Anticorrelations and subdiffusion in financial systems",
  "authors": [
    "Kestutis Staliunas"
  ],
  "categories": [
    "cond-mat.dis-nn",
    "cond-mat.stat-mech",
    "cs.CE",
    "q-fin.ST"
  ],
  "abstract": "Statistical dynamics of financial systems is investigated, based on a model of a randomly coupled equation system driven by a stochastic Langevin force. Anticorrelations of price returns, and subdiffusion of prices is found from the model, and and compared with those calculated from historical $/EURO exchange rates.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2002-03-28T12:29:24.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "financial systems",
      "subdiffusion",
      "anticorrelations",
      "randomly coupled equation system driven",
      "stochastic langevin force"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}