摘要翻译：
我们试图利用非广泛的统计数据，对推动市场价格变化的相互作用的多投资者动态进行微观建模。价格变化的统计量可以用非广泛统计量的学生t分布和幂律分布很好地拟合。因此，我们推导了基于非广泛统计的互动投资者模型，该模型描述了过度需求和价格形成。
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英文标题：
《Interacting Many-Investor Models, Opinion Formation and Price Formation
  with Non-extensive Statistics》
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作者：
Fredrick Michael
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最新提交年份：
2010
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Trading and Market Microstructure        交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
  We seek to utilize the nonextensive statistics to the microscopic modeling of the interacting many-investor dynamics that drive the price changes in a market. The statistics of price changes are known to be fit well by the Students-T and power-law distributions of the nonextensive statistics. We therefore derive models of interacting investors that are based on the nonextensive statistics and which describe the excess demand and formation of price.
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PDF链接：
https://arxiv.org/pdf/1004.1804