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Relativistic time effects in financial dynamics

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Abstract

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.

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Authors and Affiliations

  1. Dept. Electrical Engineering, Institute of Engineering, Polytechnic of Porto, Porto, Portugal

    J. A. Tenreiro Machado

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  1. J. A. Tenreiro Machado
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Correspondence to J. A. Tenreiro Machado.

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Tenreiro Machado, J.A. Relativistic time effects in financial dynamics. Nonlinear Dyn 75, 735–744 (2014). https://doi.org/10.1007/s11071-013-1100-8

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  • DOI: https://doi.org/10.1007/s11071-013-1100-8

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