کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
979459 | 1480190 | 2008 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Non-classical oscillator model for persistent fluctuations in stock markets
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
فیزیک ریاضی
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چکیده انگلیسی
Since Frisch’s classical damping oscillator model has failed to explain persistent economic fluctuations very satisfactorily, we suggest a non-classical oscillator model based on Quantum Mechanics, in an attempt to explain such fluctuations in stock markets. This is based on the assumption that the value could be a wave packet which decides the probability of each price since the same stock has a price range rather than a fixed price at different times. In this case, the market is treated as an apparatus that can measure the value and produce a price as a result. Then, we apply the numerical simulation results to qualitatively explain persistent fluctuations in stock markets.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 387, Issues 5–6, 15 February 2008, Pages 1255–1263
Journal: Physica A: Statistical Mechanics and its Applications - Volume 387, Issues 5–6, 15 February 2008, Pages 1255–1263
نویسندگان
C. Ye, J.P. Huang,