Quantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity

DOI10.1016/J.PHYSA.2020.124300OpenAlexW3008029589MaRDI QIDQ2139324

Jack Sarkissian

Publication date: 17 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.04212

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Unnamed Item
• Price equations with symmetric supply/demand; implications for fat tails
• Emergent quantum mechanics of finances
• ``Quantum equilibrium-disequilibrium: asset price dynamics, symmetry breaking, and defaults as dissipative instantons
• A quantum model of supply and demand
• Fisher information and quantum potential well model for finance
• Quantum Computer Science

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