This paper conducts a review of the literature on the price–volume relationship and its
relation with the implications of the adaptive market hypothesis. The literature on market …

Price without transaction makes no sense. Trading volume authenticates its corresponding
price, so there exists mutual information and correlation between price and trading volume …

A crisis in financial markets can be considered as a collective behaviour phenomenon. The
collective behaviour is a complex behaviour which exists among a group of animals. The …

With the exponential growth of program trading in the worldwide financial industry, quantum
finance and its underlying technologies including quantum field theory and quantum …

The Bohm-Vigier stochastic model is assumed as a natural generalization of the Black-
Scholes model in stock market. The behavioral factor of stock market recognizes as a hidden …

This study explores the quantum leapfrog mechanism within the context of quantum finance
and presents a new interpretation of established financial models through a quantum …

Quantum theory provides a comprehensive framework for quantifying uncertainty, often
applied in quantum finance to explore the stochastic nature of asset returns. This …

We have implemented quantum modeling mainly based on Bohmian mechanics to study
time series that contain strong coupling between their events. Compared to time series with …

Owing to the globalization of the economy, the concept of entangled markets started to form,
and this occurrence has smoothed the entrance of quantum mechanics into behavioral …

A financial dynamics of interaction and jump is developed and investigated by two statistical
physics systems—Ising model and continuum percolation. This proposed model aiming at …