
TL;DR
This paper introduces an adelic mathematical framework, based on p-adic and supercoherent states, to model stock market price dynamics, providing a novel theoretical approach.
Contribution
It develops an adelic theory of stock markets, deriving a functional integral formulation from microscopic models, bridging p-adic analysis with financial modeling.
Findings
Adelic functions effectively describe stock price dynamics.
Derived a functional integral formulation from microscopic models.
Proposed a new mathematical approach to financial markets.
Abstract
The p-adic theory of the stock market is presented. It is shown that the price dynamics is very naturally described by the adelic function. The procedure of derivation of the functional integral formulation of adelic type is derived from microscopic models using generalized supercoherent states.
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Taxonomy
Topicsadvanced mathematical theories · Opinion Dynamics and Social Influence · Nonlinear Dynamics and Pattern Formation
