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Market price simulator based on analog electrical circuit

  • Sato A
  • Takayasu H
Springer Japan, (2002), 214-221
DOI: 10.1007/978-4-431-66993-7_23
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Abstract

We constructed an analog electrical circuit which generates fluctuations in which probability density function has power law tails. In the circuit fluctuations with an arbitrary exponent of the power law can be obtained by adjusting the resistance. With this low cost circuit the random fluctuations which have the similar statistics to foreign exchang rates can be generated as fast as an expensive digital computer.

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APA

Sato, A.-H., & Takayasu, H. (2002). Market price simulator based on analog electrical circuit. In Empirical Science of Financial Fluctuations (pp. 214–221). Springer Japan. https://doi.org/10.1007/978-4-431-66993-7_23

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