Teoreticheskaya i Matematicheskaya Fizika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


TMF:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoreticheskaya i Matematicheskaya Fizika, 2007, Volume 152, Number 2, Pages 405–415
DOI: https://doi.org/10.4213/tmf6096 (Mi tmf6096) 		 
This article is cited in 10 scientific papers (total in 10 papers)

Quantum modeling of nonlinear dynamics of stock prices: Bohmian approach

O. A. Choustova

Växjö University
Full-text PDF (443 kB) Citations (10)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tmf6096
Abstract: 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)V(q) (“hard” market conditions) and the quantumlike potential U(q)U(q) (behavioral market conditions).
Keywords: quantum mechanics, financial market, Bohmian mechanics, information pilot wave, nonlinear price dynamics.
English version:
Theoretical and Mathematical Physics, 2007, Volume 152, Issue 2, Pages 1213–1222
DOI: https://doi.org/10.1007/s11232-007-0104-2
Bibliographic databases:
Language: Russian
Citation: O. A. Choustova, “Quantum modeling of nonlinear dynamics of stock prices: Bohmian approach”, TMF, 152:2 (2007), 405–415; Theoret. and Math. Phys., 152:2 (2007), 1213–1222
Citation in format AMSBIB
\Bibitem{Cho07}
\by O.~A.~Choustova
\paper Quantum modeling of nonlinear dynamics of stock prices: Bohmian approach
\jour TMF
\yr 2007
\vol 152
\issue 2
\pages 405--415
\mathnet{http://mi.mathnet.ru/tmf6096}
\crossref{https://doi.org/10.4213/tmf6096}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2429289}
\zmath{https://zbmath.org/?q=an:1186.91211}
\adsnasa{https://adsabs.harvard.edu/cgi-bin/bib_query?2007TMP...152.1213C}
\elib{https://elibrary.ru/item.asp?id=9541944}
\transl
\jour Theoret. and Math. Phys.
\yr 2007
\vol 152
\issue 2
\pages 1213--1222
\crossref{https://doi.org/10.1007/s11232-007-0104-2}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000249211500016}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-34548388927}
Linking options:
  • https://www.mathnet.ru/eng/tmf6096
  • https://doi.org/10.4213/tmf6096
  • https://www.mathnet.ru/eng/tmf/v152/i2/p405
    • This publication is cited in the following 10 articles:
    1. Lin Li, “Quantum Probability Theoretic Asset Return Modeling: A Novel Schrödinger-Like Trading Equation and Multimodal Distribution”, Quantum Economics and Finance, 2025  crossref
    2. Li Lin, “Quantum Probability Theoretic Asset Return Modeling: A Novel Schrödinger-Like Trading Equation and Multimodal Distribution”, SSRN Journal, 2024  crossref
    3. Reza Hosseini, Samin Tajik, Zahra Koohi Lai, Tayeb Jamali, Emmanuel Haven, Reza Jafari, “Quantum Bohmian-Inspired Potential to Model Non–Gaussian Time Series and Its Application in Financial Markets”, Entropy, 25:7 (2023), 1061  crossref
    4. Raymond J. Hawkins, B. Roy Frieden, The Palgrave Handbook of Quantum Models in Social Science, 2017, 19  crossref
    5. F. Tahmasebi, S. Meskinimood, A. Namaki, S. Vasheghani Farahani, S. Jalalzadeh, G. R. Jafari, “Financial market images: A practical approach owing to the secret quantum potential”, EPL, 109:3 (2015), 30001  crossref
    6. Sarris C.M., Proto A.N., “Quantum Models For Decision Making and Opinion Dynamics the Role of the Lie Algebras the Role of the Lie Algebras”, Qual. Quant., 48:4 (2014), 1945–1956  crossref  isi  scopus
    7. Ravi Kashyap, “The Uncertainty Principle of the Social Sciences”, SSRN Journal, 2014  crossref
    8. Zeng R., He X., “The Application of the Data Mining Technology in the Stock Market Based on a-Share Real Estate Companies”, Proceedings of 2012 International Conference on Construction & Real Estate Management, Vols 1 and 2, eds. Wang Y., Bai Y., Shen G., China Architecture & Building Press, 2012, 461–464  isi
    9. Raymond J. Hawkins, B. Roy Frieden, “Asymmetric Information and Quantization in Financial Economics”, International Journal of Mathematics and Mathematical Sciences, 2012 (2012), 1  crossref
    10. Emmanuel Haven, “Private Information and the 'Information Function': A Survey of Possible Uses”, Theor Decis, 64:2-3 (2008), 193  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теоретическая и математическая физика Theoretical and Mathematical Physics
    Statistics & downloads:
    Abstract page:1024
    Full-text PDF :490
    References:107
    First page:8
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025