Relativistic time effects in financial dynamics

Machado, J. A. Tenreiro

http://hdl.handle.net/10400.22/3768

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Authors

Machado, J. A. Tenreiro

Abstract(s)

Financial time series have a complex dynamic nature. Many techniques were adopted having in mind standard paradigms of time flow. This paper explores an alternative route involving relativistic effects. It is observed that the measuring perspective influences the results and that we can have different time textures.