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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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#include <geodesic_signal.hpp>
Public Member Functions | |
| GeodesicDeviationCalculator (const MetricTensor &metric, double step_size=constants::DEFAULT_GEODESIC_STEP) noexcept | |
| std::vector< GeodesicSignal > | compute (const std::vector< manifold::SpacetimeEvent > &events) const noexcept |
Computes geodesic deviation for a sequence of market events.
This class never panics.
Definition at line 82 of file geodesic_signal.hpp.
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explicitnoexcept |
Construct with a metric tensor and RK4 proper-time step.
metric — Position-dependent metric encoding market covariancestep_size — Proper-time step dτ for geodesic integration Definition at line 25 of file geodesic_signal.cpp.
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noexcept |
Compute geodesic deviation for a sequence of spacetime events.
events — Ordered sequence of market observations as SpacetimeEvents. Must be in chronological order (ascending time coordinate).Vector of GeodesicSignal, one per input event:
Returns an empty vector if events is empty. Returns a single {0.0, 0.0, true} if events has exactly one element.
Definition at line 82 of file geodesic_signal.cpp.