Related papers: Modelling financial time series with $\phi^{4}$ qu…
We discuss a D-dimensional Euclidean scalar field interacting with a scale invariant quantized metric. We assume that the metric depends on d-dimensional coordinates where d<D. We show that the interacting quantum fields have more regular…
We consider circuit complexity in certain interacting scalar quantum field theories, mainly focusing on the $\phi^4$ theory. We work out the circuit complexity for evolving from a nearly Gaussian unentangled reference state to the entangled…
Beginning with several basic hypotheses of quantum mechanics, we give a new quantum model in econophysics. In this model, we define wave functions and operators of the stock market to establish the Schr\"odinger equation for the stock…
Noncommutative quantum field theory of a complex scalar field is considered. There is a two-coupling noncommutative analogue of U(1)-invariant quartic interaction $(\phi^*\phi)^2$, namely $A\phi^*\star\phi\star\phi^*\star\phi+…
A new formulation of four dimensional quantum field theories, such as scalar field theory, is proposed as a large N limit of a special NxN matrix model. Our reduction scheme works beyond planar approximation and applies for QFT with finite…
We clarify classical inflaton models by considering them as effective field theories `a la Ginzburg-Landau. In this approach, the WMAP statement excluding the pure phi^4 potential implies the presence of an inflaton mass term at the scale m…
We consider a massless, minimally coupled quantum scalar field theory with an asymmetric self interaction, $V (\phi) = \lambda\phi^4/4!+\beta\phi^3/3!$ ($\lambda >0$) in the inflationary de Sitter spacetime. The potential is bounded from…
Motivated by the parton picture of high energy quantum chromodynamics, we develop a single-particle digitization strategy for the efficient quantum simulation of relativistic scattering processes in a $d+1$ dimensional scalar $\phi^4$ field…
The Heisenberg spin chain is considered in phi^4 model approximation. Quantum corrections to classical solutions of the one-dimensional phi^4 model within the correspondent physics are evaluated with account of rest $d-1$ dimensions of a…
With the recent rise of Machine Learning as a candidate to partially replace classic Financial Mathematics methodologies, we investigate the performances of both in solving the problem of dynamic portfolio optimization in continuous-time,…
Scalar field theories with quartic interactions are of central interest in the study of second-order phase transitions. For three-dimensional theories, numerous studies make use of the fixed-dimensional perturbative computation of [B.…
Pure time series forecasting tasks typically focus exclusively on numerical features; however, real-world financial decision-making demands the comparison and analysis of heterogeneous sources of information. Recent advances in deep…
Delta hedging, which plays a crucial r\^ole in modern financial engineering, is a tracking control design for a "risk-free" management. We utilize the existence of trends in financial time series (Fliess M., Join C.: A mathematical proof of…
We consider a single scalar field inflation model with Higgs potential and curvature corrections given by non-minimal derivative coupling to gravity and coupling to the Gauss-Bonnet invariant. Exact analytical expressions, within the…
We propose a formula of time-series prediction by means of three states random field Ising model (RFIM). At the economic crisis due to disasters or international disputes, the stock price suddenly drops. The macroscopic phenomena should be…
In this paper we introduce a Non-Stationary Fuzzy Time Series (NSFTS) method with time varying parameters adapted from the distribution of the data. In this approach, we employ Non-Stationary Fuzzy Sets, in which perturbation functions are…
The Euclidean $(\phi^{4})_{3,\epsilon$ model in $R^3$ corresponds to a perturbation by a $\phi^4$ interaction of a Gaussian measure on scalar fields with a covariance depending on a real parameter $\epsilon$ in the range $0\le \epsilon \le…
We study Quadratic Inflation with the inflaton field $\phi$ coupled non-minimally to the curvature scalar $R$, so that the potential during inflation is of the form $V\propto m^2\phi^2+\xi R\phi^2$. We show that with a suitable choice of…
We revisit perturbative unitarity in scalar field inflation with a nonminimal coupling, with Higgs inflation serving as the most prominent example. Although such models are phenomenologically successful, it is critical to examine whether or…
A new model for stocks markets using integer values for each stock price is presented. In contrast with previously reported models, the variables used in the model are not of binary type, but of more general integer type. It is shown how…