David Musgrove

Florida International University (FIU)

1101 Brickell Ave Ste 1100S

Miami, FL 33131-3113

United States

  • Florida International University (FIU)

SCHOLARLY PAPERS

3

DOWNLOADS

126

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (3)

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1.

Gauge Invariant Lattice Quantum Field Theory: Implications for Statistical Properties in High Frequency Financial Markets

Physica A: Statistical Mechanics and its Applications, Volume 389, Issue 1, 1 January 2010, Pages 107-116
Number of pages: 7 Posted: 17 May 2019
Brice V. Dupoyet, Rudolf H Fiebig and David Musgrove
Florida International University - College of Business Administration - Finance, Florida International University (FIU) - Department of Physics and Florida International University (FIU)
Downloads 67 (572,956)

Abstract:

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Econophysics, Financial markets, Statistical field theory, Gauge invariance

2.

Replicating Financial Market Dynamics with a Simple Self-Organized Critical Lattice Model

Number of pages: 20 Posted: 10 Apr 2019
Brice V. Dupoyet, Rudolf H Fiebig and David Musgrove
Florida International University - College of Business Administration - Finance, Florida International University (FIU) - Department of Physics and Florida International University (FIU)
Downloads 33 (772,199)
Citation 1

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econophysics, financial markets, statistical field theory, self-organized criticality

3.

Arbitrage-Free Self-Organizing Markets with GARCH Properties: Generating Them in the Lab with a Lattice Model

Physica A 391 (2012), Pages 4350-4363
Number of pages: 14 Posted: 18 Apr 2019
Brice V. Dupoyet, Rudolf H Fiebig and David Musgrove
Florida International University - College of Business Administration - Finance, Florida International University (FIU) - Department of Physics and Florida International University (FIU)
Downloads 26 (837,120)

Abstract:

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Econophysics, Financial Markets, Statistical Field Theory, Self-Organized Criticality