Application of quantum master equation for long-term prognosis of asset-prices
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DOI: 10.1016/j.physa.2015.12.135
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Cited by:
- Bagarello, F. & Di Salvo, R. & Gargano, F. & Oliveri, F., 2018. "(H,ρ)-induced dynamics and large time behaviors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 355-373.
- Gzyl, Henryk & ter Horst, Enrique & Molina, Germán, 2019. "A model-free, non-parametric method for density determination, with application to asset returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 210-221.
- Basieva, Irina & Khrennikova, Polina & Pothos, Emmanuel M. & Asano, Masanari & Khrennikov, Andrei, 2018. "Quantum-like model of subjective expected utility," Journal of Mathematical Economics, Elsevier, vol. 78(C), pages 150-162.
- Di Salvo, Rosa & Gorgone, Matteo & Oliveri, Francesco, 2020. "Generalized Hamiltonian for a two-mode fermionic model and asymptotic equilibria," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
- Khrennikova, Polina & Patra, Sudip, 2019. "Asset trading under non-classical ambiguity and heterogeneous beliefs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 562-577.
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Keywords
Behavioral finance; Decision making; Quantum information and probability; Violation of Bayesian rationality; Open quantum systems;All these keywords.
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