The Titov Theory of Market Forces: A New Analytical Framework for Representing Financial Markets as Force Fields

The Titov Theory of Market Forces introduces a new conceptual framework for representing financial markets as bounded analytical force fields centered on explicitly defined reference prices. Unlike conventional approaches that primarily interpret markets as chronological sequences of price movements, the proposed framework organizes completed market observations according to reproducible spatial admission rules within analytically defined sectors. The theory introduces the Titov Force Field as a new analytical object together with a coherent system of operational concepts, including the Titov Reference Price, Titov Admission Principle, Titov Ascendant Force, Titov Descendant Force, Titov Ascendant Result, Titov Descendant Result, Titov Sector Signature, and Titov Field State. These concepts establish a structured analytical vocabulary intended to support reproducible market representation and independent investigation. The framework deliberately distinguishes theoretical representation from practical implementation. It does not claim that financial markets constitute physical force fields, nor does it assert predictive superiority over existing analytical approaches. Instead, it provides a formal conceptual architecture designed to support subsequent mathematical formalization, computational implementation, empirical validation, and comparative analytical research. This publication constitutes the first paper in the Titov Research Papers series and establishes the theoretical foundation for the continuing development of the Titov Research Program in financial market analysis.