Title of article :
A quantum model for the stock market
Author/Authors :
Chao Zhang، نويسنده , , Ting-Lu Huang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
Beginning with several basic hypotheses of quantum mechanics, we give a new quantum model in econophysics. In this model, we define wave functions and operators of the stock market to establish the Schrödinger equation for stock price. Based on this theoretical framework, an example of a driven infinite quantum well is considered, in which we use a cosine distribution to simulate the state of stock price in equilibrium. After adding an external field into the Hamiltonian to analytically calculate the wave function, the distribution and the average value of the rate of return are shown
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications