英文标题：
《Kinetic properties in inhomogeneous self-aware media》
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作者：
A. Morozovskiy, A.A. Snarskii, I.V. Bezsudnov, V.A. Sevryukov, J.
  Malinsky
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最新提交年份：
2013
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英文摘要：
  The new framework for finance is proposed. This framework based on three known approaches in econophysics. Assumptions of the framework are the following: 1. For the majority of situations market follows non-arbitrage condition. 2. For the small number of situations market influenced by the actions of big firms. 3. If actions of big players lead to the arbitrage opportunity, small players could self-organize to take advantage of this opportunity. The framework is an attempt to combine approaches of Bouchaud, Gabaix, Sornette, Stanley and coauthors. Suggested framework is applied for the analysis of market impact models, behavior of big players, self-organization of market firm and volatility description.
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中文摘要：
提出了新的金融框架。该框架基于经济物理学中的三种已知方法。该框架的假设如下：1。在大多数情况下，市场遵循无套利条件。2.对于少数受大公司行为影响的市场情况。3.如果大玩家的行为导致套利机会，小玩家可以自行组织利用这个机会。该框架试图结合Bouchaud、Gabaix、Sornette、Stanley和合著者的方法。该框架用于分析市场影响模型、大参与者的行为、市场公司的自组织和波动性描述。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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