Title

On Stock Market Dynamics

Abstract

the mathematical analysis of security prices is traced from its early beginnings through the current state-of-the-art. The concept of a multiple input/output dynamic system is presented from the the viewpoint of modern control theory and examined for a relevance to the simulation of speculative prices. An efficient procedure for obtaining adaptive realizations from input/output data is briefly described.

Department(s)

Mechanical and Aerospace Engineering

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 1973 American Society of Mechanical Engineers (ASME), All rights reserved.

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