On Stock Market Dynamics
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.
A. G. Behring and V. J. Flanigan, "On Stock Market Dynamics," ASME Papers, American Society of Mechanical Engineers (ASME), Jan 1973.
Mechanical and Aerospace Engineering
Article - Journal
© 1973 American Society of Mechanical Engineers (ASME), All rights reserved.
01 Jan 1973