English
Related papers

Related papers: Quantum-like approach to financial risk: quantum a…

200 papers

We present a quantum-like (QL) model in that contexts (complexes of e.g. mental, social, biological, economic or even political conditions) are represented by complex probability amplitudes. This approach gives the possibility to apply the…

General Physics · Physics 2016-11-23 Andrei Khrennikov

We propose the assumption of quantum mechanics on a discrete space and time, which implies the modification of mathematical expressions for some postulates of quantum mechanics. In particular we have a Hilbert space where the vectors are…

Quantum Physics · Physics 2007-05-23 M. Lorente

The problem of interpreting quantum theory on a large (e.g. cosmological) scale has been commonly conceived as a search for objective reality in a framework that is fundamentally probabilistic. The Everett programme attempts to evade the…

High Energy Physics - Theory · Physics 2009-11-10 Brandon Carter

In this paper, we introduce a new model of selection behavior under risk that describes an essential cognitive process for comparing values of objects and making a selection decision. This model is constructed by the quantum-like approach…

Economics · Quantitative Finance 2018-07-18 Masanari Asano , Irina Basieva , Andrei Khrennikov , Masanori Ohya , Yoshiharu Tanaka

It is shown that the quaternionic Hilbert space formulation of quantum mechanics allows a quantization, based on a generalized system of imprimitivity, that leads to a description of the motion of a quantum particle in the field of a…

Quantum Physics · Physics 2022-04-05 G. G. Emch , A Jadczyk

We discuss the role of information entropy on the behaviour of random processes, and how this might take effect in the dynamics of financial market prices. We then go on to show how the Open Quantum Systems approach can be used as a more…

Mathematical Finance · Quantitative Finance 2024-07-01 Will Hicks

The applications of techniques from statistical (and classical) mechanics to model interesting problems in economics and finance has produced valuable results. The principal movement which has steered this research direction is known under…

General Finance · Quantitative Finance 2015-11-23 Emmanuel Haven , Sandro Sozzo

In this paper we propose the use of neural interference as the origin of quantum-like effects in the brain. We do so by using a neural oscillator model consistent with neurophysiological data. The model used was shown to reproduce well the…

Neurons and Cognition · Quantitative Biology 2012-10-09 José Acacio de Barros

We demonstrate that behavioral probabilities of human decision makers share many common features with quantum probabilities. This does not imply that humans are some quantum objects, but just shows that the mathematics of quantum theory is…

Neurons and Cognition · Quantitative Biology 2017-04-05 V. I. Yukalov , D. Sornette

Quantum game theory, whatever opinions may be held due to its abstract physical formalism, have already found various applications even outside the orthodox physics domain. In this paper we introduce the concept of a quantum auction, its…

General Finance · Quantitative Finance 2009-11-13 E. W. Piotrowski , J. Sladkowski

We continue the analysis of quantum-like description of markets and economics. The approach has roots in the recently developed quantum game theory and quantum computing. The present paper is devoted to quantum English auction which are a…

Quantum Physics · Physics 2007-05-23 E. W. Piotrowski , J. Sladkowski

We provide a Hilbert space approach to quantum mechanics where space and time are treated on an equal footing. Our approach replaces the standard dependence on an external classical time parameter with a spacetime-symmetric algebraic…

Quantum Physics · Physics 2026-02-10 N. L. Diaz , R. Rossignoli

Anthropic principle can help us to understand many properties of our world. However, for a long time this principle seemed too metaphysical and many scientists were ashamed to use it in their research. I describe here a justification of the…

High Energy Physics - Theory · Physics 2007-05-23 Andrei Linde

Taking the view that computation is after all physical, we argue that physics, particularly quantum physics, could help extend the notion of computability. Here, we list the important and unique features of quantum mechanics and then…

Quantum Physics · Physics 2007-05-23 Tien D Kieu

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…

General Finance · Quantitative Finance 2012-12-19 F. Tahmasebi , S. Meskini , A. Namaki , G. R. Jafari

It is proposed to define "quantumness" of a system (micro or macroscopic, physical, biological, social, political) by starting with understanding that quantum mechanics is a statistical theory. It says us only about probability…

Quantum Physics · Physics 2016-09-08 Andrei Khrennikov

A simple and general formulation of the quantum game theory is presented, accommodating all possible strategies in the Hilbert space for the first time. The theory is solvable for the two strategy quantum game, which is shown to be…

Quantum Physics · Physics 2016-09-08 Taksu Cheon , Izumi Tsutsui

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…

Computational Finance · Quantitative Finance 2015-08-27 Carlos Pedro Gonçalves

Quantum mechanics is formulated as a geometric theory on a Hilbert manifold. Images of charts on the manifold are allowed to belong to arbitrary Hilbert spaces of functions including spaces of generalized functions. Tensor equations in this…

Quantum Physics · Physics 2015-05-13 Alexey A. Kryukov

The relationships between game theory and quantum mechanics let us propose certain quantization relationships through which we could describe and understand not only quantum but also classical, evolutionary and the biological systems that…

Physics and Society · Physics 2016-12-12 Esteban Guevara Hidalgo