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A quantum model for the stock market

Citations

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Cited by:

  1. Meng, Xiangyi & Zhang, Jian-Wei & Xu, Jingjing & Guo, Hong, 2015. "Quantum spatial-periodic harmonic model for daily price-limited stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 154-160.
  2. Jasmina Jekni'c-Dugi'c & Sonja Radi' c & Igor Petrovi'c & Momir Arsenijevi'c & Miroljub Dugi'c, 2018. "Quantum Brownian oscillator for the stock market," Papers 1901.10544, arXiv.org.
  3. Pedram, Pouria, 2012. "The minimal length uncertainty and the quantum model for the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(5), pages 2100-2105.
  4. Yaghobipour, S. & Yarahmadi, M., 2018. "Optimal control design for a class of quantum stochastic systems with financial applications," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 507-522.
  5. Godinho, Cresus F.L. & Abreu, Everton M.C., 2021. "The analysis of the dynamic optimization problem in econophysics from the point of view of the symplectic approach for constrained systems," Chaos, Solitons & Fractals, Elsevier, vol. 145(C).
  6. Rami Ahmad El-Nabulsi & Waranont Anukool, 2026. "Black–scholes equation in quantitative finance with variable parameters: a path to a generalized schrodinger equation," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-53, December.
  7. Kuzu, Erkan & Süsay, Aynur & Tanrıöven, Cihan, 2022. "A model study for calculation of the temperatures of major stock markets in the world with the quantum simulation and determination of the crisis periods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 585(C).
  8. Kwangwon Ahn & Linxiao Cong & Hanwool Jang & Daniel Sungyeon Kim, 2024. "Business cycle and herding behavior in stock returns: theory and evidence," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-14, December.
  9. Liviu-Adrian Cotfas, 2012. "Finite quantum mechanical model for the stock market," Papers 1208.6146, arXiv.org, revised Sep 2012.
  10. Kumar, Sushil & Kumar, Sunil & Kumar, Pawan, 2020. "Diffusion entropy analysis and random matrix analysis of the Indian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
  11. Jack Sarkissian, 2016. "Quantum theory of securities price formation in financial markets," Papers 1605.04948, arXiv.org, revised May 2016.
  12. Bikramaditya Ghosh & Krishna MC, 2020. "Econophysical bourse volatility – Global Evidence," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(2), pages 87-107.
  13. Stijn De Backer & Luis E. C. Rocha & Jan Ryckebusch & Koen Schoors, 2026. "Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 99(4), pages 1-20, April.
  14. Gao, Tingting & Chen, Yu, 2017. "A quantum anharmonic oscillator model for the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 307-314.
  15. Pouria Pedram, 2011. "The minimal length uncertainty and the quantum model for the stock market," Papers 1111.6859, arXiv.org, revised Jan 2012.
  16. Minhyuk Jeong & Kwangwon Ahn, 2024. "Modeling the tail risk of crude oil futures using a quantum approach," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-10, December.
  17. Liviu-Adrian Cotfas, 2012. "A quantum mechanical model for the rate of return," Papers 1211.1938, arXiv.org.
  18. Xiangyi Meng & Jian-Wei Zhang & Jingjing Xu & Hong Guo, 2014. "Quantum spatial-periodic harmonic model for daily price-limited stock markets," Papers 1405.4490, arXiv.org.
  19. Liviu-Adrian Cotfas, 2012. "A finite-dimensional quantum model for the stock market," Papers 1204.4614, arXiv.org, revised Sep 2012.
  20. Pineiro-Chousa, Juan & Vizcaíno-González, Marcos, 2016. "A quantum derivation of a reputational risk premium," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 304-309.
  21. Feixing Wang & Yingshuai Wang, 2014. "Quantum prediction GJR model and its applications," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(3), pages 209-224, August.
  22. Li Lin, 2024. "Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\"odinger-Like Trading Equation and Multimodal Distribution," Papers 2401.05823, arXiv.org.
  23. Minhyuk Jeong & Biao Yang & Xingjia Zhang & Taeyoung Park & Kwangwon Ahn, 2025. "A quantum model for the overpriced put puzzle," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-23, December.
  24. Jack Sarkissian, 2016. "Spread, volatility, and volume relationship in financial markets and market making profit optimization," Papers 1606.07381, arXiv.org.
  25. Cotfas, Liviu-Adrian, 2013. "A finite-dimensional quantum model for the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(2), pages 371-380.
  26. Meng, Xiangyi & Zhang, Jian-Wei & Guo, Hong, 2016. "Quantum Brownian motion model for the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 452(C), pages 281-288.
  27. Waldhausen, Henry & Griffin, Christopher, 2025. "Binary option market manipulation by influencing belief dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 680(C).
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