Related papers: Quantum model for price forecasting in financial m…
Quantum computers have the potential to provide an advantage for financial pricing problems by the use of quantum estimation. In a broader context, it is reasonable to ask about situations where the market and the assets traded on the…
This paper investigates the application of Quantum Generative Adversarial Networks (QGANs) for stock price prediction. Financial markets are inherently complex, marked by high volatility and intricate patterns that traditional models often…
At non-zero temperature classical systems exhibit statistical fluctuations of thermodynamic quantities arising from the variation of the system's initial conditions and its interaction with the environment. The fluctuating work, for…
We study the quantum tunnel effect through a potential barrier employing a semiclassical formulation of quantum mechanics based on expectation values of configuration variables and quantum dispersions as dynamical variables. The evolution…
Model uncertainty is a type of inevitable financial risk. Mistakes on the choice of pricing model may cause great financial losses. In this paper we investigate financial markets with mean-volatility uncertainty. Models for stock markets…
Experiments violating Bell's inequality appear to indicate deterministic models do not correspond to a realistic theory of quantum mechanics. The theory of pilot waves seemingly overcomes this hurdle via nonlocality and statistical…
Quantum Stochastic Calculus can be used as a means by which randomness can be introduced to observables acting on a Hilbert space. In this article we show how the mechanisms of Quantum Stochastic Calculus can be used to extend the classical…
Fractional Brownian motion has become a standard tool to address long-range dependence in financial time series. However, a constant memory parameter is too restrictive to address different market conditions. Here we model the price…
We introduce a general class of stochastic processes driven by a multifractional Brownian motion (mBm) and study the estimation problems of their pointwise H\"older exponents (PHE) based on a new localized generalized quadratic variation…
The one particle quantum mechanics is considered in the frame of a N-body classical kinetics in the phase space. Within this framework, the scenario of a subquantum structure for the quantum particle, emerges naturally, providing an…
Quantum dynamics of the collective mode and individual particles on a ring is studied as the simplest model of projective quantum measurement. In this model, the collective mode measures an individual single quantum system. The heart of the…
Process of quantum tunneling of particles in various physical systems can be effectively controlled even by a weak and slow varying in time electromagnetic signal if to adapt specially its shape to a particular system. During an…
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…
This brief article gives an overview of quantum mechanics as a {\em quantum probability theory}. It begins with a review of the basic operator-algebraic elements that connect probability theory with quantum probability theory. Then quantum…
We present a quantum algorithm for European option pricing in finance, where the key idea is to work in the unary representation of the asset value. The algorithm needs novel circuitry and is divided in three parts: first, the amplitude…
It is argued from several points of view that quantum probabilities might play a role in statistical settings. New approaches toward quantum foundations have postulates that appear to be equally valid in macroscopic settings. One such…
The essentials of quantum theory, the Schr\"odinger equation and the Planck constant, are derived using classical statistical mechanics within the non-local Machan model. The appearance of complex wave function is connected with the…
We consider a linear Boltzmann equation that arises in a model for quantum friction. It describes a particle that is slowed down by the emission of bosons. We study the stochastic process generated by this Boltzmann equation and we show…
We explore nature of price formation in financial markets and develop a theory of bid and ask price dynamics in which the two prices form due to quantum-chaotic interaction between buy and sell orders. In this model bid and ask prices are…
This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schroedinger equation or complex wavefunctions. Unlike the standard…