# Combustion Models in Finance

Source: [Combustion Models in Finance](<https://www.sota2.com/research/paper/68fa234a2c2a376019395570>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2025-10-24T06:25:12.606Z

Authors: C. Tannous, A. Fessant

Published: 2001-01-07T17:58:19.000Z

## Abstract

Combustion reaction kinetics models are used for the description of a special class of bursty Financial Time Series. The small number of parameters they depend upon enable financial analysts to predict the time as well as the magnitude of the jump of the value of the portfolio. Several Financial Time Series are analysed within this framework and applications are given.

## Recorded benchmark results

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

## Original sources and implementation

[Original paper](<https://arxiv.org/abs/physics/0101042>)

[PDF](<https://arxiv.org/pdf/physics/0101042.pdf>)