Related papers: Information Entropy of the Financial Market: Model…
In closed quantum many-body systems, initially localized information spreads throughout the system and becomes highly complex. This phenomenon, known as information scrambling, is closely related to entropy growth and quantum…
This paper describes an approach to economics that is inspired by quantum computing, and is motivated by the need to develop a consistent quantum mathematical framework for economics. The traditional neoclassical approach assumes that…
Accurate and efficient pricing of multi-asset basket options poses a significant challenge, especially when dealing with complex real-world data. In this work, we investigate the role of quantum-enhanced uncertainty modeling in financial…
Econophysics has developed as a research field that applies the formalism of Statistical Mechanics and Quantum Mechanics to address Economics and Finance problems. The branch of Econophysics that applies of Quantum Theory to Economics and…
This paper introduces a comprehensive framework for Financial Information Theory by applying information-theoretic concepts such as entropy, Kullback-Leibler divergence, mutual information, normalized mutual information, and transfer…
The present paper describes a practical example in which the probability distribution of the prices of a stock market blue chip is calculated as the wave function of a quantum particle confined in a potential well. This model may naturally…
Open quantum systems are highly relevant, both for practical applications as well as for fundamental questions about the nature of information and its transfer, encompassing for example decoherence and memory effects. Quantum mechanics…
Before the massive spread of computer technology, information was far from complex. The development of technology shifted the paradigm: from individuals who faced scarce and costly information to individuals who face massive amounts of…
Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…
Characterizing correlations in a quantum system on the basis of the results of the projective measurements can be performed with different means including the calculation of the classical mutual information. Generally, estimating such…
We develop a martingale theory to describe fluctuations of entropy production for open quantum systems in nonequilbrium steady states. Using the formalism of quantum jump trajectories, we identify a decomposition of entropy production into…
Quantum chaos is presented as a paradigm of information processing by dynamical systems at the bottom of the range of phase-space scales. Starting with a brief review of classical chaos as entropy flow from micro- to macro-scales, I argue…
Many of the traditional results in information theory, such as the channel coding theorem or the source coding theorem, are restricted to scenarios where the underlying resources are independent and identically distributed (i.i.d.) over a…
We model continuous-time information flows generated by a number of information sources that switch on and off at random times. By modulating a multi-dimensional L\'evy random bridge over a random point field, our framework relates the…
Open quantum systems interact with their environment and their dynamical behaviour depends strongly both on the spectral properties of the environment and the structure of the interaction between the physical system and the environment. We…
We present results on simulations of a stock market with heterogeneous, cumulative information setup. We find a non-monotonic behaviour of traders' returns as a function of their information level. Particularly, the average informed agents…
We show that the entropy of a message can be tested in a device-independent way. Specifically, we consider a prepare-and-measure scenario with classical or quantum communication, and develop two different methods for placing lower bounds on…
The Bohmian quantum approach is implemented to analyze the financial markets. In this approach, there is a wave function that leads to a quantum potential. This potential can explain the relevance and entanglements of the agent's behaviors…
This paper introduces an approach to gas-like models, from the concept of entropy, using the money stock data of two economic agents, in this case of two countries, which carry out market actions (trading) in two theoretical scenarios: in…
In statistical physics entropy is usually introduced as a global quantity which expresses the amount of information that would be needed to specify the microscopic configuration of a system. However, for lattice models with infinitely many…