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Trading markets with canonical momenta and adaptive simulated annealing

Too often the management of complex systems is ill-served by not utilizing the best tools available. For example, requirements set by decision-makers often are not formulated in the same language as constructs formulated by powerful mathematical formalisms, and so the products of analyses are not properly or maximally utilized, even if and when they come close to faithfully representing the powerful intuitions they are supposed to model. In turn, even powerful mathematical constructs are ill-served, especially when dealing with multivariate nonlinear complex systems, when these formalisms are butchered into quasi-linear approximations to satisfy constraints of numerical algorithms familiar to particular analysts, but which tend to destroy the power of the intuitive constructs developed by decisionmakers. These problems are present in many disciplines, including trading in financial markets. In this context, we can consider the trader as the decision maker on the nature of market data, sometimes also carrying the additional role of his or her own analyst.