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Abstract
Abstract: Following the theoretical establishment of the 5061.19 pricing singularity, this technical report operationalizes the GIE (Geopolitical-Interactive-Expectation) dynamics into a deployable quantitative system. We introduce a complete 8-equation framework: from H_\infty filtering and L'evy Flights for noise extraction, to Symplectic Integrators for soliton preservation, and Landau-Ginzburg potentials combined with Cusp Catastrophe manifolds for phase transition detection. This serves as the definitive standard operational procedure (SOP) for monitoring dimensional price transitions in global asset markets.
Fields of Study & Subjects
Financial Markets and Investment Strategies
Stock Market Forecasting Methods
Financial Risk and Volatility Modeling
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 15 February 2026
- Language
- EN