Related papers: Quantum model for price forecasting in financial m…
Bohmian mechanics is a theory that provides a consistent explanation of quantum phenomena in terms of point particles whose motion is guided by the wave function. In this theory, the state of a system of particles is defined by the actual…
The additivity of classical probabilities is only the first in a hierarchy of possible sum-rules, each of which implies its successor. The first and most restrictive sum-rule of the hierarchy yields measure-theory in the Kolmogorov sense,…
The aim of this chapter is to explain in clear and pedagogical terms how some particle-physics models and/or mechanisms can naturally lead to inflation and how this can provide testable predictions that can help us find new physics effects.…
We use the stochastic quantization method to construct a supersymmetric version of the quantum spherical model. This is based on the equivalence between the Brownian motion described by a Langevin equation and the supersymmetric quantum…
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…
In this paper, we present a reproducible benchmarking framework that systematically compares QML models with architecture-matched classical counterparts across three financial tasks: (i) directional return prediction on U.S. and Turkish…
The simple algorithm for the simulation and visualization of non relativistic quantum dynamics is proposed that is based on a collective behavior of classical particles. Any quantum particle is represented as the swarm of its classical…
Quantum mechanics predicts correlation between spacelike separated events which is widely argued to violate the principle of Local Causality. By contrast, here we shall show that the Schr\"odinger equation with Born's statistical…
The stochastic inflation program is a framework for understanding the dynamics of a quantum scalar field driving an inflationary phase. Though widely used and accepted, there have over recent years been serious criticisms of this theory. In…
We formulate a conceptually new model in which quantum mechanics emerges from classical mechanics. Given a local Hamiltonian $H$ acting on $n$ qubits, we define a local classical model with an additional spatial dimension whose boundary…
This paper explores stochastic modeling approaches to elucidate the intricate dynamics of stock prices and volatility in financial markets. Beginning with an overview of Brownian motion and its historical significance in finance, we delve…
Quantum computing is poised to transform the financial industry, yet its advantages over traditional methods have not been evidenced. As this technology rapidly evolves, benchmarking is essential to fairly evaluate and compare different…
The act of describing how a physical process changes a system is the basis for understanding observed phenomena. For quantum-mechanical processes in particular, the affect of processes on quantum states profoundly advances our knowledge of…
The paper proposes a class of financial market models which are based on inhomogeneous telegraph processes and jump diffusions with alternating volatilities. It is assumed that the jumps occur when the tendencies and volatilities are…
Within the so-called scaled quantum theory, the standard bouncing ball problem is analyzed under the presence of a gravitational field and harmonic potential. In this framework, the quantum-classical transition of the density matrix is…
We analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear…
We remark that the often ignored quantum probability current is fundamental for a genuine understanding of scattering phenomena and, in particular, for the statistics of the time and position of the first exit of a quantum particle from a…
In this study, we introduce a physical model inspired by statistical physics for predicting price volatility and expected returns by leveraging Level 3 order book data. By drawing parallels between orders in the limit order book and…
Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…
Both classical and respectively quantum observables can be modeled as somewhat similar examples of random variables. In such a model the associated measurements preserve the values spectrum of an observable but change the corresponding…