Pilot wave quantum model for the stock market
نویسنده
چکیده
We use methods of classical and quantum mechanics for mathematical modeling of price dynamics at the financial market. The Hamiltonian formalism on the price/price-change phase space is used to describe the classical-like evolution of prices. This classical dynamics of prices is determined by ”hard” conditions (natural resources, industrial production, services and so on). These conditions as well as ”hard” relations between traders at the financial market are mathematically described by the classical financial potential. At the real financial market ”hard” conditions are not the only source of price changes. The information exchange and market psychology play important (and sometimes determining) role in price dynamics. We propose to describe this ”soft” financial factors by using the pilot wave (Bohmian) model of quantum mechanics. The theory of financial mental (or psychological) waves is used to take into account market psychology. The real trajectories of prices are determined (by the financial analogue of the second Newton law) by two financial potentials: classical-like (”hard” market conditions) and quantum-like (”soft” market conditions).
منابع مشابه
The impact of P/E ratio and price return on the stock market Bohmian quantum potential approach
Price return and P/E are two important factors for a lot of investors based on the latest studies by researchers in Tehran Stock market; however, it is expected that the price and the variation of that affect the return and the P/E of any given market as a complicated system. The Bohmian quantum mechanics used referring to the time correlation of return and P/E of the stock market under conside...
متن کاملQuantum-like Models in Economics and Finances
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 complexit...
متن کاملToward Quantum Behavioral Fiances: Bohmian Approach
We apply methods of quantum mechanics for mathematical modeling of price dynamics at the financial market. We propose to describe behavioral financial factors by using the pilot wave (Bohmian) model of quantum mechanics. The theory of financial behavioral waves takes into account the market psychology. The real trajectories of prices are determined (through the financial analogue of the second ...
متن کاملA quantum model for the stock market
Beginning with several basic hypotheses of quantum mechanics, we give a new quantum model in econophysics. In this model, we define wave functions and operators of the stock market to establish the Schrödinger equation for the stock price. Based on this theoretical framework, an example of a driven infinite quantum well is considered, in which we use a cosine distribution to simulate the state ...
متن کاملFinding Electrostatics modes in Metal Thin Films by using of Quantum Hydrodynamic Model
In this paper, by using a quantum hydrodynamic plasma model which incorporates the important quantum statistical pressure and electron diffraction force, we present the corrected plasmon dispersion relation for graphene which includes a k quantum term arising from the collective electron density wave interference effects (which is integer and constant and k is wave vector). The longitudinal ...
متن کامل