相关论文: Toward Quantum Behavioral Finances: Bohmian Approa…

A microscopic model is established for financial Brownian motion from the direct observation of the dynamics of high-frequency traders (HFTs) in a foreign exchange market. Furthermore, a theoretical framework parallel to molecular kinetic…

Most of parameters used to describe states and dynamics of financial market depend on proportions of the appropriate variables rather than on their actual values. Therefore, projective geometry seems to be the correct language to describe…

We present a model of price formation in an inelastic market whose dynamics are partially driven by both money flows and their impact on asset prices. The money flow to the market is viewed as an investment policy of outside investors. For…

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…

Stochastic volatility models based on Gaussian processes, like fractional Brownian motion, are able to reproduce important stylized facts of financial markets such as rich autocorrelation structures, persistence and roughness of sample…

We analyze Bohm's potential effects both in the realms of Quantum Mechanics and Optics, as well as in the study of other physical phenomena described in terms of classical and quantum wave equations. We approach this subject by using…

We present a model for price dynamics in the Automated Market Makers (AMM) setting. Within this framework, we propose a reference market price following a geometric Brownian motion. The AMM price is constrained by upper and lower bounds,…

This chapter provides a comprehensive overview of the Bohmian formulation of quantum mechanics. It starts with a historical review of the difficulties found by Louis de Broglie, David Bohm, and John S. Bell to convince the scientific…

We consider the problem of whether there are deterministic theories describing the evolution of an individual physical system in terms of the definite trajectories of its constituent particles and which stay in the same relation to Quantum…

We study in this paper the time evolution of stock markets using a statistical physics approach. Each agent is represented by a spin having a number of discrete states $q$ or continuous states, describing the tendency of the agent for…

It is often argued that measurable predictions of Bohmian mechanics cannot be distinguished from those of a theory with arbitrarily modified particle velocities satisfying the same equivariance equation. By considering the wave function of…

We propose and discuss some toy models of stock markets using the same operatorial approach adopted in quantum mechanics. Our models are suggested by the discrete nature of the number of shares and of the cash which are exchanged in a real…

The present authors have put forward a quantum game theory based model of market prices movements. By using Fisher information, we present a construction of an equation of Schr\"{o}dinger type for probability distributions for relationship…

We find that real and complex Bohmian quantum trajectories resulting from well-localized Klauder coherent states in the quasi-Poissonian regime possess qualitatively the same type of trajectories as those obtained from a purely classical…

Relational formulations of classical mechanics and gravity have been developed by Julian Barbour and collaborators. Crucial to these formulations is the notion of shape space. We indicate here that the metric structure of shape space allows…

From the time dependence of states of one of them, the dynamics of two interacting qubits is determined to be one of two possibilities that differ only by a change of signs of parameters in the Hamiltonian. The only exception is a simple…

We propose a heterogeneous agent market model (HAM) in continuous time. The market is populated by fundamental traders and chartists, who both use simple linear trading rules. Most of the related literature explores stability, price…

In a previous paper, we obtained the functional form of quantum potential by a quasi-Newtonian approach and without appealing to the wave function. We also described briefly the characteristics of this approach to the Bohmian mechanics. In…

We discuss Bohmian paths of the two-level atoms moving in a waveguide through an external resonance-producing field, perpendicular to the waveguide, and localized in a region of finite diameter. The time spent by a particle in a potential…

This work considers a stochastic model in which the uncertainty is driven by a multidimensional Brownian motion. The market price of risk process makes the transition between real world probability measure and risk neutral probability…