کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
976014 933070 2010 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A quantum model for the stock market
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
A quantum model for the stock market
چکیده انگلیسی

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 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 of stock price in equilibrium. After adding an external field into the Hamiltonian to analytically calculate the wave function, the distribution and the average value of the rate of return are shown.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 389, Issue 24, 15 December 2010, Pages 5769–5775
نویسندگان
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