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Modeling financial time series with $ϕ^{4}$ quantum field theory
and-sciencecomputational-engineeringdisordered-systems-and-neural-networksfinancehigh-energy-physics-latticehigh-energy-physics-theorystatistical-finance
We use a $ϕ^{4}$ quantum field theory with inhomogeneous couplings and explicit symmetry-breaking to model an ensemble of financial time series from the S$\&$P 500 index. The continuum nature of the $ϕ^4$ theory avoids the inaccuracies that occur in Ising-based models which require a discretization
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