Quantum modeling of nonlinear dynamics of stock prices: Bohmian approach
    
    
  
  
  
      
      
      
        
Teoretičeskaâ i matematičeskaâ fizika, Tome 152 (2007) no. 2, pp. 405-415
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			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.
                    
                  
                
                
                @article{TMF_2007_152_2_a14,
     author = {O. A. Choustova},
     title = {Quantum modeling of nonlinear dynamics of stock prices: {Bohmian} approach},
     journal = {Teoreti\v{c}eska\^a i matemati\v{c}eska\^a fizika},
     pages = {405--415},
     publisher = {mathdoc},
     volume = {152},
     number = {2},
     year = {2007},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TMF_2007_152_2_a14/}
}
                      
                      
                    TY - JOUR AU - O. A. Choustova TI - Quantum modeling of nonlinear dynamics of stock prices: Bohmian approach JO - Teoretičeskaâ i matematičeskaâ fizika PY - 2007 SP - 405 EP - 415 VL - 152 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TMF_2007_152_2_a14/ LA - ru ID - TMF_2007_152_2_a14 ER -
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/
