The Importance of Quantum Information in the Stock Market and Financial Decision Making in Conditions of Radical Uncertainty
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Bagarello, F., 2007. "Stock markets and quantum dynamics: A second quantized description," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 386(1), pages 283-302.
- Ataullah, Ali & Davidson, Ian & Tippett, Mark, 2009. "A wave function for stock market returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(4), pages 455-461.
- Wang, Jie & Wang, Jun, 2016. "Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations," Energy, Elsevier, vol. 102(C), pages 365-374.
- Fabio Bagarello, 2009. "A quantum statistical approach to simplified stock markets," Papers 0907.2531, arXiv.org.
- F. Bagarello, 2009. "Simplified stock markets described by number operators," Papers 0904.3213, arXiv.org.
- Fabio Bagarello, 2007. "The Heisenberg picture in the analysis of stock markets and in other sociological contexts," Quality & Quantity: International Journal of Methodology, Springer, vol. 41(4), pages 533-544, August.
- Bagarello, F., 2009. "A quantum statistical approach to simplified stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(20), pages 4397-4406.
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.- Zhang, Chao & Huang, Lu, 2010. "A quantum model for the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(24), pages 5769-5775.
- Pedram, Pouria, 2012. "The minimal length uncertainty and the quantum model for the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(5), pages 2100-2105.
- Bagarello, F. & Haven, E., 2014.
"The role of information in a two-traders market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 404(C), pages 224-233.
- F. Bagarello & E. Haven, 2014. "The role of information in a two-traders market," Papers 1402.6204, arXiv.org.
- F. Bagarello & E. Haven, 2014. "Towards a formalization of a two traders market with information exchange," Papers 1412.8725, arXiv.org.
- 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.
- Pineiro-Chousa, Juan & Vizcaíno-González, Marcos, 2016. "A quantum derivation of a reputational risk premium," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 304-309.
- Pouria Pedram, 2011. "The minimal length uncertainty and the quantum model for the stock market," Papers 1111.6859, arXiv.org, revised Jan 2012.
- Bagarello, F., 2011. "Damping in quantum love affairs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(15), pages 2803-2811.
- Ardenghi, J.S., 2021. "Quantum credit loans," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 567(C).
- Liviu-Adrian Cotfas & Camelia Delcea & Nicolae Cotfas, 2014. "Exact solution of a generalized version of the Black-Scholes equation," Papers 1411.2628, arXiv.org.
- Kumar, Sushil & Kumar, Sunil & Kumar, Pawan, 2020. "Diffusion entropy analysis and random matrix analysis of the Indian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
- Haoran Zheng & Jing Bai, 2024. "Quantum Leap: A Price Leap Mechanism in Financial Markets," Mathematics, MDPI, vol. 12(2), pages 1-27, January.
- Paras M. Agrawal & Ramesh Sharda, 2013. "OR Forum---Quantum Mechanics and Human Decision Making," Operations Research, INFORMS, vol. 61(1), pages 1-16, February.
- Xiangyi Meng & Jian-Wei Zhang & Jingjing Xu & Hong Guo, 2014. "Quantum spatial-periodic harmonic model for daily price-limited stock markets," Papers 1405.4490, arXiv.org.
- Kuzu, Erkan & Süsay, Aynur & Tanrıöven, Cihan, 2022. "A model study for calculation of the temperatures of major stock markets in the world with the quantum simulation and determination of the crisis periods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 585(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.
- Cotfas, Liviu-Adrian, 2013. "A finite-dimensional quantum model for the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(2), pages 371-380.
- J. S. Ardenghi, 2023. "Modeling amortization systems with vector spaces," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 96(1), pages 1-12, January.
- Kartono, Agus & Solekha, Siti & Sumaryada, Tony & Irmansyah,, 2021. "Foreign currency exchange rate prediction using non-linear Schrödinger equations with economic fundamental parameters," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
- Donghua Wang & Tianhui Fang, 2022. "Forecasting Crude Oil Prices with a WT-FNN Model," Energies, MDPI, vol. 15(6), pages 1-21, March.
More about this item
JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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:rfa:journl:v:11:y:2023:i:1:p:54-71. 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: Redfame publishing (email available below). General contact details of provider: https://edirc.repec.org/data/cepflch.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.