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Related papers: Quantum propensity in economics

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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…

Quantum Physics · Physics 2023-04-06 Jinge Bao , Patrick Rebentrost

It is known in the context of decentralised control that there exist control strategies consistent with the requirements of a given information structure, yet physically unimplementable through any amount of passive common randomness. This…

Systems and Control · Electrical Eng. & Systems 2023-06-21 Shashank A. Deshpande , Ankur A. Kulkarni

It is now well established empirically that financial price changes are distributed according to a power law, with cubic exponent. This is a fascinating regularity, as it holds for various classes of securities, on various markets, and on…

Statistical Finance · Quantitative Finance 2016-12-28 Sabiou Inoua

This paper introduces the concept of an economic action constant, denoted ___ E , as a structural analogue to Planck's reduced constant ___ in quantum mechanics. Building on canonical quantization, we define ___ E as the fundamental scale…

Physics and Society · Physics 2025-09-04 Hugo Spring-Ragain

Quantum superposition, a cornerstone of quantum mechanics, enables systems to exist in multiple states simultaneously, giving rise to probabilistic outcomes. In quantum information science, conditional entropy has become a key metric for…

General Physics · Physics 2024-10-21 Daegene Song

Research on quantum technology spans multiple disciplines: physics, computer science, engineering, and mathematics. The objective of this manuscript is to provide an accessible introduction to this emerging field for economists that is…

General Economics · Economics 2021-10-11 Isaiah Hull , Or Sattath , Eleni Diamanti , Göran Wendin

We characterize the class of quantum measurements that matches the applications of quantum theory to cognition (and decision making) - quantum-like modeling. Projective measurements describe the canonical measurements of the basic…

Artificial Intelligence · Computer Science 2025-12-15 Miho Fuyama , Andrei Khrennikov , Masanao Ozawa

A statistical generalization is made of microeconomics in the spirit of going from classical to statistical mechanics. The price and quantity of every commodity1 traded in the market, at each instant of time, is considered to be an…

General Finance · Quantitative Finance 2012-12-03 Belal E. Baaquie

Most people are risk-averse (risk-seeking) when they expect to gain (lose). Based on a generalization of ``expected utility theory'' which takes this into account, we introduce an automaton mimicking the dynamics of economic operations.…

Statistical Mechanics · Physics 2009-11-07 C. Anteneodo , C. Tsallis , A. S. Martinez

We propose a definition of nonclassicality for a single-mode quantum-optical process based on its action on coherent states. If a quantum process transforms a coherent state to a nonclassical state, it is verified to be nonclassical. To…

Effective epidemic control is crucial for mitigating the spread of infectious diseases, particularly when pharmaceutical interventions such as vaccines or treatments are limited. Non-pharmaceutical strategies, including mobility…

Physics and Society · Physics 2025-12-03 Deborah Volpe , Giacomo Orlandi , Mattia Boggio , Carlo Novara , Lorenzo Zino , Giovanna Turvani

Nontransitive choices have long been an area of curiosity within economics. However, determining whether nontransitive choices represent an individual's preference is a difficult task since choice data is inherently stochastic. This paper…

Theoretical Economics · Economics 2023-05-01 Mogens Fosgerau , John Rehbeck

We propose a simple statistical-physics-inspired model for the effect of intrinsic fluctuations on supply and demand in markets. The model consists of agents that trade in two types of goods of which the total number is separately…

Physics and Society · Physics 2021-01-13 J. R. Mulder , René van Roij , R. A. Duine

Is quantum mechanics about 'states'? Or is it basically another kind of probability theory? It is argued that the elementary formalism of quantum mechanics operates as a well-justified alternative to 'classical' instantiations of a…

Quantum Physics · Physics 2014-10-28 Jean-Michel Delhotel

In classical Machine Learning, "overfitting" is the phenomenon occurring when a given model learns the training data excessively well, and it thus performs poorly on unseen data. A commonly employed technique in Machine Learning is the so…

Quantum Physics · Physics 2024-05-10 Francesco Scala , Andrea Ceschini , Massimo Panella , Dario Gerace

The relationship between expectation and price is commonly established with two principles: no-arbitrage, which asserts that both maps are positive; and equivalence, which asserts that the maps share the same null events. Constructed from…

Mathematical Finance · Quantitative Finance 2024-02-06 Paul McCloud

We consider the following model of decision-making by cognitive systems. We present an algorithm -- quantum-like representation algorithm (QLRA) -- which provides a possibility to represent probabilistic data of any origin by complex…

General Physics · Physics 2010-11-30 Andrei Khrennikov

Causal influences are at the core of any empirical science, the reason why its quantification is of paramount relevance for the mathematical theory of causality and applications. Quantum correlations, however, challenge our notion of cause…

Quantum Physics · Physics 2023-09-20 Lucas Hutter , Rafael Chaves , Ranieri Nery , George Moreno , Daniel J. Brod

Quantum computers promise to surpass the most powerful classical supercomputers when it comes to solving many critically important practical problems, such as pharmaceutical and fertilizer design, supply chain and traffic optimization, or…

Computation · Statistics 2022-04-05 Anna Lopatnikova , Minh-Ngoc Tran , Scott A. Sisson

Portfolio construction has been a long-standing topic of research in finance. The computational complexity and the time taken both increase rapidly with the number of investments in the portfolio. It becomes difficult, even impossible for…

Computational Engineering, Finance, and Science · Computer Science 2024-10-17 Queenie Sun , Nicholas Grablevsky , Huaizhang Deng , Pooya Azadi