• 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
  • Pages
    7
  • From page
    5769
  • To page
    5775
  • 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
  • Serial Year
    2010
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Record number

    874019