Data Mining and Knowledge Discovery Via Statistical Mechanics in Nonlinear Stochastic Systems

Abstract

NOTE: This is a description of the abstract and is not the actual abstract.

In-depth modeling of three quite different multivariate nonlinear multiplicative Gaussian-Markovian systems have yielded some insights into the generic benefits to be obtained by application of adaptive simulated annealing (ASA) global optimization and path integration (PATHINT). The models present statistical mechanical descriptions of neocortex (short-term memory and electroencephalography), financial markets (interest-rate and trading models), and combat analysis (baselining simulations to exercise data).

JEL Classification: C10