The minimal length uncertainty and the quantum model for the stock market
AbstractWe generalize the recently proposed quantum model for the stock market by Zhang and Huang to make it consistent with the discrete nature of the stock price. In this formalism, the price of the stock and its trend satisfy the generalized uncertainty relation and the corresponding generalized Hamiltonian contains an additional term proportional to the fourth power of the trend. We study a driven infinite quantum well where information as the external field periodically fluctuates and show that the presence of the minimal trading value of stocks results in a positive shift in the characteristic frequencies of the quantum system. The connection between the information frequency and the transition probabilities is discussed finally.
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Bibliographic InfoArticle provided by Elsevier in its journal Physica A: Statistical Mechanics and its Applications.
Volume (Year): 391 (2012)
Issue (Month): 5 ()
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Web page: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/
Econophysics; Quantum finance; Generalized uncertainty relation; Minimal length;
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