On the modeling of the stock market evolution by means of the information-thermostatted kinetic theory
This paper is concerned with the modeling of the information which triggers the evolution of the traders activity and the stock market. Specifically an inverse problem is defined within the framework of the continuous thermostatted kinetic theory for active particles coupled with the information theory. The inverse problem consists of a Volterra integral vector equation of the first kind. The well-posedness in the Hadamard sense is established by employing the maximum entropy principle. Research perspectives are also discussed within the paper.