Market price simulator based on analog electrical circuit

Details Market price simulator based on analog electrical circuit Market price simulator based on analog electrical circuit

2001-04-18

arxiv.org/abs/cond-mat/0104318v1

Physics

Condensed Matter

Statistical Mechanics

13 pages, 8 figures; appears to Proceedings of Empirical Science of Financial Fluctuations - Econophysics on the Horizon, Ed.

Scientific paper

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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