Stock market and motion of a variable mass spring

作者: Enrique Canessa

DOI: 10.1016/J.PHYSA.2009.02.010

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摘要: We establish an analogy between the motion of spring whose mass increases linearly with time and volatile stock market dynamics within economic model based on simple temporal demand supply functions [E. Canessa, J. Phys. A 33 (2000) 3637]. The total system energy Et is shown to be proportional a decreasing dependent constant kt. This allows derive log-periodicity cos[log(t−tc)] commodity prices oscillations (surplus shortages) in level stocks. also made attempt connect these results Tsallis statistics parameter q possible force–entropy correlation Physica 341(2004) 165] find that second entropic term ∑i=1Wpiq/(q−1) relates square (or supply) function.

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