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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 9 scientific papers (total in 9 papers)

Quantum modeling of nonlinear dynamics of stock prices: Bohmian approach

O. A. Choustova

Växjö University
Full-text PDF (443 kB) Citations (9)
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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 $V(q)$ (“hard” market conditions) and the quantumlike potential $U(q)$ (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
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  • https://www.mathnet.ru/eng/tmf/v152/i2/p405
    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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