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Bose-Einstein Condensation in Financial Systems

Kestutis Staliunas
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Abstract

We describe financial systems as condensates, similar to Bose-Einstein condensates, and calculate statistical distributions following from the model. The calculated distributions of investments into speculated financial assets are found equivalent to a Pareto distribution, and the calculated distributions of the price moves are found equivalent to exponentially truncated Levy distributions.

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Kestutis Staliunas. 2003-03-14. Bose-Einstein Condensation in Financial Systems. https://arxiv.org/abs/cond-mat/0303271

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