Related papers: Fisher information and quantum mechanical models f…
Based on the analog between the stochastic dynamics and quantum harmonic oscillator, we propose a market force driving model to generalize the Black-Scholes model in finance market. We give new schemes of option pricing, in which we can…
We continue the analysis of quantum-like description of markets and economics. The approach has roots in the recently developed quantum game theory and quantum computing. The present paper is devoted to quantum English auction which are a…
Some situations are discussed where subquantum oscillations in momentum arise in connectiion with Fisher information and the quantum potential.
We discuss the role of information entropy on the behaviour of random processes, and how this might take effect in the dynamics of financial market prices. We then go on to show how the Open Quantum Systems approach can be used as a more…
Using frequency distributions of daily closing price time series of several financial market indexes, we investigate whether the bias away from an equiprobable sequence distribution found in the data, predicted by algorithmic information…
Matching markets are of particular interest in computer science and economics literature as they are often used to model real-world phenomena where we aim to equitably distribute a limited amount of resources to multiple agents and…
The Fisher's information metric is introduced in order to find the real meaning of the probability distribution in classical and quantum systems described by Riemaniann non-degenerated superspaces. In particular, the physical r\^{o}le…
We present a toolbox of new techniques and concepts for the efficient forecasting of experimental sensitivities. These are applicable to a large range of scenarios in (astro-)particle physics, and based on the Fisher information formalism.…
Two classically equivalent expressions of mutual information of probability distributions (classical bipartite states) diverge when extended to quantum systems, and this difference has been employed to define quantum discord, a quantifier…
Shannon entropy and Fisher information functionals are known to quantify certain information-theoretic properties of continuous probability distributions of various origins. We carry out a systematic study of these functionals, while…
We propose a quantum-like description of markets and economics. The approach has roots in the recently developed quantum game theory.
We show that both the classical as well as the quantum definitions of the Fisher information faithfully identify resourceful quantum states in general quantum resource theories, in the sense that they can always distinguish between states…
In the information-based approach to asset pricing the market filtration is modelled explicitly as a superposition of signals concerning relevant market factors and independent noise. The rate at which the signal is revealed to the market…
Noise affects the performance of quantum technologies, hence the importance of elaborating operative figures of merit that can capture its impact in exact terms. In quantum metrology, the introduction of the Fisher information measurement…
Quantum Fisher information matrix (QFIM) is a cornerstone of modern quantum metrology and quantum information geometry. Apart from optimal estimation, it finds applications in description of quantum speed limits, quantum criticality,…
Fisher information measures a disorder system, which is specified by a corresponding probability, the likelihood. In this article, we provide a bridge to connect classical and quantum mechanics by using Fisher information. Following the…
Recent development in quantum computation and quantum information theory allows to extend the scope of game theory for the quantum world. The authors have recently proposed a quantum description of financial market in terms of quantum game…
We present a method to generate probability distributions that correspond to metrics obeying partial differential equations generated by extremizing a functional $J[g^{\mu\nu}(\theta^i)]$, where $g^{\mu\nu}(\theta^i)$ is the Fisher metric.…
This paper is an attempt at understanding the quantum-like dynamics of financial markets in terms of non-differentiable price-time continuum having fractal properties. The main steps of this development are the statistical scaling, the…
We consider the problem of estimating an arbitrary dynamical parameter of an quantum open system in the input-output formalism. For irreducible Markov processes, we show that in the limit of large times the system-output state can be…