市场微观结构模型中的不确定性关系
Uncertainty relations in models of market microstructure
摘要：
本文提出了一个新的相互作用粒子系统，并将其作为金融市场微观结构的自旋模型。这个随机过程的渐近分析表现出一个下界的价格和交易量的同期测量下的不变测度在“冻结”阶段的超临界政权。
英文摘要：
This paper presents a new interacting particle system and uses it as a spin model for financial market microstructure. The asymptotic analysis of this stochastic process exhibits a lower bound to the contemporaneous measurement of price and trading volume under the invariant measure in the `frozen' phase of the supercritical regime.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
