Relaxation Times for Nonextensive Systems Using Gradient Flow for the Maximization of Tsallis Entropy: An Application to Financial Market Dynamics
This paper proposes a Euclidean Gradient Flow framework to estimate the relaxation times of nonextensive systems, such as financial markets, by maximizing Tsallis entropy under q-Gaussian constraints, revealing that these systems exhibit longer relaxation times than those predicted by Shannon entropy, thereby enabling more extended forecasting horizons.