From Nuclear Reactions to High-Frequency Trading: an R-function Approach
Frank W. K. Firk
TL;DR
This paper applies the R-function theory from nuclear physics to model complex phenomena in financial markets, specifically neutron scattering and stock index fluctuations, revealing structural insights across disciplines.
Contribution
It introduces a novel application of nuclear physics R-function theory to model financial market behavior and neutron scattering, bridging two distinct fields.
Findings
Successful modeling of neutron inelastic scattering using R-functions.
Revealed structural patterns in the Dow Jones Industrial Average.
Demonstrated interdisciplinary applicability of R-function theory.
Abstract
The R-function theory of Thomas is used to model neutron inelastic scattering and the fine, intermediate, and gross structure observed in the Dow Jones Industrial Average on a typical trading day.
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Taxonomy
TopicsFinancial Risk and Volatility Modeling