IDEAS home Printed from https://ideas.repec.org/p/sla/eakjkl/121pl.html
   My bibliography  Save this paper

Problems with the Astumian's Paradox (in Polish)

Author

Listed:
  • Edward W. Piotrowski

Abstract

No abstract is available for this item.

Suggested Citation

  • Edward W. Piotrowski, "undated". "Problems with the Astumian's Paradox (in Polish)," Departmental Working Papers 121pl, University of Bialtystok, Department of Theoretical Physics.
    • Handle: RePEc:sla:eakjkl:121pl
    as

    Download full text from publisher

    File URL: http://alpha.uwb.edu.pl/ep/RePEc/sla/eakjkl/121PL.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Gregory P. Harmer & Derek Abbott, 1999. "Losing strategies can win by Parrondo's paradox," Nature, Nature, vol. 402(6764), pages 864-864, December.
    2. Sergei Maslov & Yi-Cheng Zhang, 1998. "Optimal Investment Strategy for Risky Assets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 1(03), pages 377-387.
    3. Edward W. Piotrowski & Jan Sladkowski, "undated". "The Thermodynamics of Portfolios," Departmental Working Papers 2, University of Bialtystok, Department of Theoretical Physics.
    4. Sergei Maslov & Yi-Cheng Zhang, 1998. "Optimal Investment Strategy for Risky Assets," Papers cond-mat/9801240, arXiv.org.
    5. Edward W. Piotrowski & Jan Sladkowski, "undated". "The Next Stage: Quantum Game Theory," Departmental Working Papers 18, University of Bialtystok, Department of Theoretical Physics.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rubina Zadourian, 2024. "Model-based and empirical analyses of stochastic fluctuations in economy and finance," Papers 2408.16010, arXiv.org.
    2. Edward Piotrowski & Jan Sładkowski, 2004. "Quantum games in finance," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 61-67.
    3. Erik Aurell & Paolo Muratore-Ginanneschi, 1999. "Financial Friction and Multiplicative Markov Market Game," Papers cond-mat/9908253, arXiv.org.
    4. Paolo Laureti & Matus Medo & Yi-Cheng Zhang, 2010. "Analysis of Kelly-optimal portfolios," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 689-697.
    5. Subbiah, Mohan & Fabozzi, Frank J., 2016. "Hedge fund allocation: Evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 189-201.
    6. Sornette, Didier, 1998. "Large deviations and portfolio optimization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 256(1), pages 251-283.
    7. E. Aurell & R. Baviera & O. Hammarlid & M. Serva & A. Vulpiani, 1998. "A general methodology to price and hedge derivatives in incomplete markets," Papers cond-mat/9810257, arXiv.org, revised Apr 1999.
    8. Hendrik J. Blok, 2000. "On the nature of the stock market: Simulations and experiments," Papers cond-mat/0010211, arXiv.org.
    9. E. Aurell & P. Muratore-Ginanneschi, 2002. "Growth-Optimal Strategies with Quadratic Friction Over Finite-Time Investment Horizons," Papers cond-mat/0211044, arXiv.org.
    10. Chung-Han Hsieh, 2021. "On Asymptotic Log-Optimal Buy-and-Hold Strategy," Papers 2103.04898, arXiv.org.
    11. Arpan Jani, 2021. "An agent-based model of repeated decision making under risk: modeling the role of alternate reference points and risk behavior on long-run outcomes," Journal of Business Economics, Springer, vol. 91(9), pages 1271-1297, November.
    12. Panda, Dinesh Kumar & Govind, B. Varun & Benjamin, Colin, 2022. "Generating highly entangled states via discrete-time quantum walks with Parrondo sequences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 608(P1).
    13. J. Emeterio Navarro-Barrientos & Frank E. Walter & Frank Schweitzer, 2008. "Risk-Seeking Versus Risk-Avoiding Investments In Noisy Periodic Environments," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 19(06), pages 971-994.
    14. Piotrowski, Edward W. & Sładkowski, Jan, 2005. "Quantum diffusion of prices and profits," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 345(1), pages 185-195.
    15. Marcin Makowski & Edward W. Piotrowski, "undated". "Quantum Cat's Dilemma: an Example of Intransitivity in a Quantum Game," Departmental Working Papers 28, University of Bialtystok, Department of Theoretical Physics.
    16. Rosas, Alexandre, 2021. "Synchronization induced by alternation of dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 153(P2).
    17. Theodore Andronikos & Alla Sirokofskich & Kalliopi Kastampolidou & Magdalini Varvouzou & Konstantinos Giannakis & Alexander Singh, 2018. "Finite Automata Capturing Winning Sequences for All Possible Variants of the PQ Penny Flip Game," Mathematics, MDPI, vol. 6(2), pages 1-26, February.
    18. Lai, Joel Weijia & Cheong, Kang Hao, 2024. "A Parrondo paradoxical interplay of reciprocity and reputation in social dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 179(C).
    19. Miszczak, Jarosław Adam, 2022. "Constructing games on networks for controlling the inequalities in the capital distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
    20. Katarzyna Miakisz & Edward W. Piotrowski & Jan Sladkowski, "undated". "Quantization of Games: Towards Quantum Artificial Intelligence," Departmental Working Papers 21, University of Bialtystok, Department of Theoretical Physics.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sla:eakjkl:121pl. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/epslapl.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.