Related papers: A quantum statistical approach to simplified stock…
We propose the implementation of a switch of particle statistics with an embedding quantum simulator. By encoding both Bose-Einstein and Fermi-Dirac statistics into an enlarged Hilbert space, the statistics of quantum particles may be…
For common people, in contrast to brokers, bankers, and those who play on rising and falling prices of stocks, the stock market law is based on the simple fact that the depositors aim for financial profit at any given concrete stage. The…
Both statistics and quantum theory deal with prediction using probability. We will show that there can be established a connection between these two areas. This will at the same time suggest a new, less formalistic way of looking upon basic…
We take a new look at the problem of disentangling the volatility and jumps processes of daily stock returns. We first provide a computational framework for the univariate stochastic volatility model with Poisson-driven jumps that offers a…
Classical technical analysis methods of stock evolution are recalled, i.e. the notion of moving averages and momentum indicators. The moving averages lead to define death and gold crosses, resistance and support lines. Momentum indicators…
The Bohmian quantum approach is implemented to analyze the financial markets. In this approach, there is a wave function that leads to a quantum potential. This potential can explain the relevance and entanglements of the agent's behaviors…
Stock market returns are typically analyzed using standard regression, yet they reside on irregular domains which is a natural scenario for graph signal processing. To this end, we consider a market graph as an intuitive way to represent…
We discuss recent work in the study of a simple model for the collective behaviour of diverse speculative agents in an idealized stockmarket, considered from the perspective of the statistical physics of many-body systems. The only…
An analysis is made of a moving disturbance using a directed cyclic graph. A statistical approach is used to calculate the alternative positions in space and state of the disturbance with a defined observed time. The probability for a…
We describe a plausible-speculative form of quantum computation which exploits particle (fermionic, bosonic) statistics, under a generalized, counterfactual interpretation thereof. In the idealized situation of an isolated system, it seems…
Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using…
We study the quantum version of a simplified model of optimization problems, where quantum fluctuations are introduced by a transverse field acting on the qubits. We find a complex low-energy spectrum of the quantum Hamiltonian,…
We analyze complexity of financial (and general economic) processes by comparing classical and quantum-like models for randomness. Our analysis implies that it might be that a quantum-like probabilistic description is more natural for…
To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…
In the reductionistic approach, mechanisms are divided into simpler parts interconnected in some standard way (e.g. by a mechanical transmission). We explore the possibility of porting reductionism in quantum operations. Conceptually, first…
On the base of symplectic quantum tomogram we define a probability distribution on the plane. The dual map transfers all observables which are polynomials of the position and momentum operators to the set of polynomials of two variables. In…
It is usually believed that a picture of Quantum Mechanics in terms of true probabilities cannot be given due to the uncertainty relations. Here we discuss a tomographic approach to quantum states that leads to a probability representation…
An investment portfolio consists of $n$ algorithmic trading strategies, which generate vectors of positions in trading assets. Sign opposite trades (buy/sell) cross each other as strategies are combined in a portfolio. Then portfolio…
We present a random matrix model suitable for the quantum mechanical description of a particle confined to move inside a two-dimensional domain. Here, the ensemble average corresponds to an average over domain shapes. Although this approach…
Markov cohort state-transition models have been the standard approach for simulating the prognosis of patients or, more generally, the life trajectories of individuals over a time period. Current approaches for estimating the variance of a…