A quantum model of supply and demand
Author
Abstract
Suggested Citation
DOI: 10.1016/j.physa.2019.122928
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Meng, Xiangyi & Zhang, Jian-Wei & Xu, Jingjing & Guo, Hong, 2015. "Quantum spatial-periodic harmonic model for daily price-limited stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 154-160.
- Fischer, Robert & Braun, Dieter, 2003. "Nontrivial bookkeeping: a mechanical perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 266-271.
- 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.
- Piotrowski, Edward W. & Schroeder, Małgorzata & Zambrzycka, Anna, 2006. "Quantum extension of European option pricing based on the Ornstein–Uhlenbeck process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 368(1), pages 176-182.
- Kondratenko, Anatoly V., 2015. "Probabilistic Economic Theory," MPRA Paper 81130, University Library of Munich, Germany.
- David Orrell, 2017. "A Quantum Theory of Money and Value, Part 2: The Uncertainty Principle," Economic Thought, World Economics Association, vol. 6(2), pages 14-26, September.
- Emmanuel Haven & Andrei Khrennikov & Terry Robinson, 2017. "Quantum Methods in Social Science:A First Course," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0080, February.
- Jean-Philippe Bouchaud, 2009. "The (unfortunate) complexity of the economy," Papers 0904.0805, arXiv.org.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Sarkissian, Jack, 2020. "Quantum coupled-wave theory of price formation in financial markets: Price measurement, dynamics and ergodicity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 554(C).
- Jinge Bao & Patrick Rebentrost, 2022. "Fundamental theorem for quantum asset pricing," Papers 2212.13815, arXiv.org, revised Apr 2023.
- Haoran Zheng & Jing Bai, 2024. "Quantum Leap: A Price Leap Mechanism in Financial Markets," Mathematics, MDPI, vol. 12(2), pages 1-27, January.
- Stijn De Backer & Luis E. C. Rocha & Jan Ryckebusch & Koen Schoors, 2024. "On the potential of quantum walks for modeling financial return distributions," Papers 2403.19502, arXiv.org, revised Dec 2024.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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.
- Moura, N.J. & Ribeiro, Marcelo B., 2013.
"Testing the Goodwin growth-cycle macroeconomic dynamics in Brazil,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2088-2103.
- N. J. Moura Jr & Marcelo B. Ribeiro, 2013. "Testing the Goodwin growth-cycle macroeconomic dynamics in Brazil," Papers 1301.1090, arXiv.org, revised Jan 2013.
- Ryu, Inug & Jang, Hanwool & Kim, Dongshin & Ahn, Kwangwon, 2021. "Market Efficiency of US REITs: A Revisit," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
- Xing, Xiaoyun & Xiong, Wanting & Chen, Liujun & Chen, Jiawei & Wang, Yougui & Stanley, H. Eugene, 2018. "Money circulation and debt circulation: A restatement of quantity theory of money," Economics Discussion Papers 2018-1, Kiel Institute for the World Economy (IfW Kiel).
- Gabriele Ranco & Darko Aleksovski & Guido Caldarelli & Miha Grčar & Igor Mozetič, 2015. "The Effects of Twitter Sentiment on Stock Price Returns," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-21, September.
- L. Ingber, 2017. "Options on quantum money: Quantum path-integral with serial shocks," Lester Ingber Papers 17oq, Lester Ingber.
- Victor M. Yakovenko, 2007. "Econophysics, Statistical Mechanics Approach to," Papers 0709.3662, arXiv.org, revised Aug 2008.
- Braun, Dieter, 2006. "Nonequilibrium thermodynamics of wealth condensation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 369(2), pages 714-722.
- Chami Figueira, F. & Moura, N.J. & Ribeiro, M.B., 2011.
"The Gompertz–Pareto income distribution,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(4), pages 689-698.
- F. Chami Figueira & N. J. Moura Jr & Marcelo B. Ribeiro, 2010. "The Gompertz-Pareto Income Distribution," Papers 1010.1994, arXiv.org.
- Jean-Claude Trichet, 2013. "Unconventional Monetary Policy Measures: Principles-Conditions-Raison d’etre," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 229-250, January.
- Stavros Drakopoulos & Ioannis Katselidis, 2015.
"From Edgeworth to econophysics: a methodological perspective,"
Journal of Economic Methodology, Taylor & Francis Journals, vol. 22(1), pages 77-95, March.
- Drakopoulos, Stavros A. & Katselidis, Ioannis, 2013. "From Edgeworth to Econophysics: A Methodological Perspective," MPRA Paper 46975, University Library of Munich, Germany.
- Ilaria Bordino & Stefano Battiston & Guido Caldarelli & Matthieu Cristelli & Antti Ukkonen & Ingmar Weber, 2012.
"Web Search Queries Can Predict Stock Market Volumes,"
PLOS ONE, Public Library of Science, vol. 7(7), pages 1-17, July.
- Ilaria Bordino & Stefano Battiston & Guido Caldarelli & Matthieu Cristelli & Antti Ukkonen & Ingmar Weber, 2011. "Web search queries can predict stock market volumes," Papers 1110.4784, arXiv.org, revised Jun 2012.
- Jasmina Jekni'c-Dugi'c & Sonja Radi' c & Igor Petrovi'c & Momir Arsenijevi'c & Miroljub Dugi'c, 2018. "Quantum Brownian oscillator for the stock market," Papers 1901.10544, arXiv.org.
- Kakarot-Handtke, Egmont, 2014. "Onblog Economics Muddle Busting," MPRA Paper 60543, University Library of Munich, Germany.
- David Orrell, 2018. "Quantum Economics," Economic Thought, World Economics Association, vol. 7(2), pages 63-81, November.
- L. Ingber, 2017. "Evolution of regenerative Ca-ion wave-packet in neuronal-firing fields: Quantum path-integral with serial shocks," Lester Ingber Papers 17qp, Lester Ingber.
- Arias-Calluari, Karina & Najafi, Morteza. N. & Harré, Michael S. & Tang, Yaoyue & Alonso-Marroquin, Fernando, 2022. "Testing stationarity of the detrended price return in stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 587(C).
- Meng, Xiangyi & Zhang, Jian-Wei & Guo, Hong, 2016. "Quantum Brownian motion model for the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 452(C), pages 281-288.
- Damien Challet, 2016.
"Regrets, learning and wisdom,"
Papers
1605.01052, arXiv.org.
- Damien Challet, 2016. "Regrets, learning and wisdom," Post-Print hal-01312973, HAL.
- L. Ingber, 2018. "Quantum path integral for financial options," Lester Ingber Papers 18qp, Lester Ingber.
More about this item
Keywords
Quantum economics; Quantum finance; Quantum cognition; Entropic forces; Harmonic oscillator; Quantum agent-based model;All these keywords.
JEL classification:
- D00 - Microeconomics - - General - - - General
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316607. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.