Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\" odinger-Like Trading Equation and Multimodal Distribution

L Lin - arXiv preprint arXiv:2401.05823, 2024 - arxiv.org
Quantum theory provides a comprehensive framework for quantifying uncertainty, often
applied in quantum finance to explore the stochastic nature of asset returns. This …

Modelling Illiquid Stocks Using Quantum Stochastic Calculus

W Hicks - arXiv preprint arXiv:2302.05243, 2023 - arxiv.org
Quantum Stochastic Calculus can be used as a means by which randomness can be
introduced to observables acting on a Hilbert space. In this article we show how the …

Quantum Bohmian-inspired potential to model non–Gaussian time series and Its application in financial markets

R Hosseini, S Tajik, Z Koohi Lai, T Jamali, E Haven… - Entropy, 2023 - mdpi.com
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 …

Quantum-like viewpoint on the complexity and randomness of the financial market

O Choustova - Coping with the Complexity of Economics, 2009 - Springer
In economics and financial theory, analysts use random walk and more general martingale
techniques to model behavior of asset prices, in particular share prices on stock markets …

Modeling stock return distributions with a quantum harmonic oscillator

K Ahn, MY Choi, B Dai, S Sohn, B Yang - Europhysics Letters, 2018 - iopscience.iop.org
We propose a quantum harmonic oscillator as a model for the market force which draws a
stock return from short-run fluctuations to the long-run equilibrium. The stochastic equation …

Quantum Bohmian Inspired Potential to Model Non-Gaussian Events and the Application in Financial Markets

R Hosseini, S Tajik, ZK Lai, T Jamali, E Haven… - arXiv preprint arXiv …, 2022 - arxiv.org
We have implemented quantum modeling mainly based on Bohmian Mechanics to study
time series that contain strong coupling between their events. We firstly propose how …

A quantum anharmonic oscillator model for the stock market

T Gao, Y Chen - Physica A: Statistical Mechanics and its Applications, 2017 - Elsevier
A financially interpretable quantum model is proposed to study the probability distributions of
the stock price return. The dynamics of a quantum particle is considered an analog of the …

Closed quantum Black-Scholes: Quantum drift and the Heisenberg equation of motion

W Hicks - arXiv preprint arXiv:1911.11475, 2019 - arxiv.org
In this article we model a financial derivative price as an observable on the market state
function. We apply geometric techniques to integrating the Heisenberg Equation of Motion …

Toward Quantum Behavioral Finances: Bohmian Approach

O Choustova - arXiv preprint quant-ph/0109122, 2001 - arxiv.org
We apply methods of quantum mechanics for mathematical modeling of price dynamics at
the financial market. We propose to describe behavioral financial factors (eg, expectations of …

Application of quantum master equation for long-term prognosis of asset-prices

P Khrennikova - Physica A: Statistical Mechanics and its Applications, 2016 - Elsevier
This study combines the disciplines of behavioral finance and an extension of econophysics,
namely the concepts and mathematical structure of quantum physics. We apply the …