Quantum Financial Economics - Risk and Returns
Risk Management
2012-01-04 v2 Adaptation and Self-Organizing Systems
Physics and Society
Abstract
Financial volatility risk and its relation to a business cycle-related intrinsic time is addressed through a multiple round evolutionary quantum game equilibrium leading to turbulence and multifractal signatures in the financial returns and in the risk dynamics. The model is simulated and the results are compared with actual financial volatility data.
Cite
@article{arxiv.1107.2562,
title = {Quantum Financial Economics - Risk and Returns},
author = {Carlos Pedro Gonçalves},
journal= {arXiv preprint arXiv:1107.2562},
year = {2012}
}
Comments
18 pages; 5 figures; Based on talk given at the conference "As Ci\^encias Sociais: Abordagens de Investiga\c{c}\~ao" (Lisbon, 2011)