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Emergent quantum mechanics of finances

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  • Nastasiuk, Vadim A.

Abstract

This paper is an attempt at understanding the quantum-like dynamics of financial markets in terms of non-differentiable price–time continuum having fractal properties. The main steps of this development are the statistical scaling, the non-differentiability hypothesis, and the equations of motion entailed by this hypothesis. From perspective of the proposed theory the dynamics of S&P500 index are analyzed.

Suggested Citation

  • Nastasiuk, Vadim A., 2014. "Emergent quantum mechanics of finances," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 148-154.
    • Handle: RePEc:eee:phsmap:v:403:y:2014:i:c:p:148-154
    DOI: 10.1016/j.physa.2014.02.037
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    Cited by:

    1. Ivan S. Maksymov, 2023. "Analogue and Physical Reservoir Computing Using Water Waves: Applications in Power Engineering and Beyond," Energies, MDPI, vol. 16(14), pages 1-26, July.
    2. Pirvu Daniela & Barbuceanu Mircea, 2016. "Recent Contributions Of The Statistical Physics In The Research Of Banking, Stock Exchange And Foreign Exchange Markets," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 85-92, April.
    3. Haoran Zheng & Jing Bai, 2024. "Quantum Leap: A Price Leap Mechanism in Financial Markets," Mathematics, MDPI, vol. 12(2), pages 1-27, January.
    4. Feixing Wang & Yingshuai Wang, 2014. "Quantum prediction GJR model and its applications," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(3), pages 209-224, August.

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