Related papers: Quantum Brownian oscillator for the stock market
We derive the power spectrum of primordial quantum fluctuations in an inflationary universe for curvature parameter ${\mathcal K}=1$. This is achieved through a Born--Oppenheimer type of approximation scheme from the Wheeler--DeWitt…
We take a qualitative comparative look at quantum and classical quartic anharmonic oscillators. It has been shown that the behavior of the quantum anharmonic oscillator mimics that of the classical anharmonic oscillators with the…
Heisenberg's uncertainty principle results in one of the strangest quantum behaviors: an oscillator can never truly be at rest. Even in its lowest energy state, at a temperature of absolute zero, its position and momentum are still subject…
Motivated by the work of Segal and Segal on the Black-Scholes pricing formula in the quantum context, we study a quantum extension of the Black-Scholes equation within the context of Hudson-Parthasarathy quantum stochastic calculus. Our…
A new model that generalizes the study of quantum Brownian motion (BM) is constructed. We consider disordered environment that may be either static (quenched), noisy or dynamical. The Zwanzig-Caldeira-Leggett BM-model constitutes formally a…
High temperature and white noise approximations are frequently invoked when deriving the quantum Brownian equation for an oscillator. Even if this white noise approximation is avoided, it is shown that if the zero point energies of the…
This paper presents a novel approach to predicting stock prices using technical analysis. By utilizing Ito's lemma and Euler-Maruyama methods, the researchers develop Heston and Geometric Brownian Motion models that take into account…
The conventional interpretation of quantum mechanics, though it permits a correspondence to classical physics, leaves the exact mechanism of transition unclear. Though this was only of philosophical importance throughout the twentieth…
We study the quantum-gravitational corrections to the power spectrum of a gauge-invariant inflationary scalar perturbations in a closed model of a universe. We consider canonical quantum gravity as an approach to quantizing gravity. This…
We propose and analyze a sample-efficient protocol to estimate the fidelity between an experimentally prepared state and an ideal target state, applicable to a wide class of analog quantum simulators without advanced sophisticated…
Modeling financial data often relies on assumptions that may prove insufficient or unrealistic in practice. The Geometric Brownian Motion (GBM) model is frequently employed to represent stock price processes. This study investigates whether…
The classical dynamical system possessing a quantum spectrum of energy and "quantum" behavior is suggested and investigated. The proposed model can be considered as a dynamical variant of the old quantum theory for harmonic oscillator in…
Stochastic processes play a fundamental role in physics, mathematics, engineering and finance. One potential application of quantum computation is to better approximate properties of stochastic processes. For example, quantum algorithms for…
The quantum master equation is an important tool in the study of quantum open systems. It is often derived under a set of approximations, chief among them the Born (factorization) and Markov (neglect of memory effects) approximations. In…
Stochastic Schr{\"o}dinger equations for quantum trajectories offer an alternative and sometimes superior approach to the study of open quantum system dynamics. Here we show that recently established convolutionless non-Markovian stochastic…
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…
The modelling of financial markets presents a problem which is both theoretically challenging and practically important. The theoretical aspects concern the issue of market efficiency which may even have political implications…
For the standard Quantum Brownian Motion (QBM) model, we point out the occurrence of simultaneous (parallel), mutually irreducible and autonomous decoherence processes. Besides the standard, one Brownian particle, we show there is at least…
In this paper we study the nonequilibrium evolution of a quantum Brownian oscillator, modeling the internal degree of freedom of a harmonic atom or an Unruh-DeWitt detector, coupled to a nonequilibrium, nonstationary quantum field and…
A simple quantum model explains the Levy-unstable distributions for individual stock returns observed by ref.[1]. The probability density function of the returns is written as the squared modulus of an amplitude. For short time intervals…