Quantum modeling of nonlinear dynamics of stock prices: Bohmian approach
Teoretičeskaâ i matematičeskaâ fizika, Tome 152 (2007) no. 2, pp. 405-415 Cet article a éte moissonné depuis la source Math-Net.Ru

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We use quantum mechanical methods to model the price dynamics in the financial market mathematically. We propose describing behavioral financial factors using the pilot-wave (Bohmian) model of quantum mechanics. The real price trajectories are determined (via the financial analogue of the second Newton law) by two financial potentials: the classical-like potential $V(q)$ (“hard” market conditions) and the quantumlike potential $U(q)$ (behavioral market conditions).
Keywords: quantum mechanics, financial market, Bohmian mechanics, information pilot wave, nonlinear price dynamics.
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O. A. Choustova. Quantum modeling of nonlinear dynamics of stock prices: Bohmian approach. Teoretičeskaâ i matematičeskaâ fizika, Tome 152 (2007) no. 2, pp. 405-415. http://geodesic.mathdoc.fr/item/TMF_2007_152_2_a14/

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