Quantum modeling of nonlinear dynamics of stock prices: Bohmian approach
Teoretičeskaâ i matematičeskaâ fizika, Tome 152 (2007) no. 2, pp. 405-415

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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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     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/}
}
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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/