相关论文: Quantum Finance
We pursue the view that quantum theory may be an emergent structure related to large space-time scales. In particular, we consider classical Hamiltonian systems in which the intrinsic proper time evolution parameter is related through a…
A statistical physics model for the time evolutions of stock portfolios is proposed. In this model the time series of price changes are coded into the sequences of up and down spins. The Hamiltonian of the system is introduced and is…
It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysics framework for…
Quantum money represents an innovative approach to currency by encoding economic value within the quantum states of physical systems, utilizing the principles of quantum mechanics to enhance security, integrity, and transferability. This…
Quantum Finance represents the synthesis of the techniques of quantum theory (quantum mechanics and quantum field theory) to theoretical and applied finance. After a brief overview of the connection between these fields, we illustrate some…
A quantum mechanical theory is proposed which abandons an external parameter ``time'' in favor of a self-adjoint operator on a Hilbert space whose elements represent measurement events rather than system states. The standard quantum…
Previously only considered a frontier area of Physics, nowadays quantum computing is one of the fastest growing research field, precisely because of its technological applications in optimization problems, machine learning, information…
The Group Quantization formalism is a scheme for constructing a functional space that is an irreducible infinite dimensional representation of the Lie algebra belonging to a dynamical symmetry group. We apply this formalism to the…
This paper is an attempt at understanding the quantum-like dynamics of financial markets in terms of non-differentiable price-time continuum having fractal properties. The main steps of this development are the statistical scaling, the…
Quantum computers are expected to contribute more efficient and accurate ways of modeling economic processes. Quantum hardware is currently available at a relatively small scale, but effective algorithms are limited by the number of logic…
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…
The analysis of logarithmic return distributions defined over large time scales is crucial for understanding the long-term dynamics of asset price movements. For large time scales of the order of two trading years, the anticipated Gaussian…
This paper introduces several new classes of mathematical structures that have close connections with physics and with the theory of dynamical systems. The most general of these structures, called indivisible stochastic processes,…
Non-relativistic quantum mechanics is shown to emerge from classical mechanics through the requirement of a relativity principle based on special transformations acting on position and momentum uncertainties. These transformations keep the…
Quantum computing is becoming strategically relevant to finance because several core financial bottlenecks are already defined by combinatorial search, expectation estimation, rare-event analysis, representation learning, and long-horizon…
For a quantum field living on a non - static spacetime no instantaneous Hamiltonian is definable, for this generically necessitates a choice of inequivalent representation of the canonical commutation relations at each instant of time. This…
Quantitative trading is an integral part of financial markets with high calculation speed requirements, while no quantum algorithms have been introduced into this field yet. We propose quantum algorithms for high-frequency statistical…
We discuss the time evolution of quotations of stocks and commodities and show that corrections to the orthodox Bachelier model inspired by quantum mechanical time evolution of particles may be important. Our analysis shows that traders…
Traditional economic growth theories, grounded in deterministic and often linear frameworks, fail to adequately capture the inherent uncertainty, non-commutativity, and complex interdependencies of modern economies. This paper proposes a…
A thermodynamic theory is developed to describe the behavior of the entanglement between the coin and position degrees of freedom of the quantum walk on the line. This theory shows that, in spite of the unitary evolution, a steady state is…