Quantum-like Models in Economics and Finances
نویسنده
چکیده
We apply methods of quantum mechanics for mathematical modeling of price dynamics at financial market. We propose to describe behavioral financial factors (e.g., expectations of traders) by using the pilot wave (Bohmian) model of quantum mechanics. Our Bohmian model is a quantum-like model for the financial market, cf. with works of W. Segal, I. E. Segal, E. Haven. Our model expresses complexity of financial market: traditional description of price dynamics is completed by Schrödinger’s dynamics for the pilot wave of expectations of traders. This is a kind of socio-economic model for financial market
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