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Advances in physics theories and applications

Exact Solutions For Optimal Execution Of Portfolios Transactions And The Riccati Equation, Schr Odinger Group, Quantum Finance And Bipartite Quantum Coherence In Noninertial Frames, Quantum Finance, Relativistic Quantum Econophysics - New Paradigms In Co

K.N.P. Kumar

Published Jan 1, 2013• 0 citations
OpenAlex

Abstract

We study the following system consummatory and concatenational and investigate its properties: Exact Solutions For Optimal Execution Of Portfolios Transactions And The Riccati Equation, Schr Odinger Group, Quantum Finance And Bipartite Quantum Coherence In Noninertial Frames, Quantum Finance, Relativistic Quantum Econophysics - New Paradigms In Complex Systems Modelling, Statistical Mechanics And Its Applications In Quantum Finance, Temporal Evolution Of An Isolated Market Is Unitary In Hilbert Space, Quantum Financial Economics, Financial Market Modeling With Quantum Neural Networks And Multiple Round Evolutionary Quantum Game Equilibrium, Heisenberg Uncertainty Principle And Economic Analogues Of Basic Physical Quantities, Randomness Confidence Bands Of Fractal Scaling Exponents For Financial Price Returns, Quantum Brownian Motion Model For The Stock Market, Spatial Interactions In Agent-Based ModelingKey Words: Complex Systems Modelling, Econophysics, Quantum Neural Networks, Agent-Based Modeling, Quantum Finance, Riccati Equation, Schr Odinger Group The full paper: http://www.iiste.org/PDFshare/APTA-PAGENO-623335-629538.pdf

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We study the following system consummatory and concatenational and investigate its properties: Exact Solutions For Optimal Execution Of Portfolios Transactions And The Riccati Equation, Schr Odinger Group, Quantum Finance And Bipartite Quantum Coherence In Noninertial Frames, Quantum Finance, Relativistic Quantum Econophysics - New Paradigms In Complex Systems Modelling, Statistical Mechanics And Its Applications In Quantum Finance, Temporal Evolution Of An Isolated Market Is Unitary In Hilbert Space, Quantum Financial Economics, Financial Market Modeling With Quantum Neural Networks And Multiple Round Evolutionary Quantum Game Equilibrium, Heisenberg Uncertainty Principle And Economic Analogues Of Basic Physical Quantities, Randomness Confidence Bands Of Fractal Scaling Exponents For Financial Price Returns, Quantum Brownian Motion Model For The Stock Market, Spatial Interactions In Agent-Based ModelingKey Words: Complex Systems Modelling, Econophysics, Quantum Neural Networks, Agent-Based Modeling, Quantum Finance, Riccati Equation, Schr Odinger Group The full paper: http://www.iiste.org/PDFshare/APTA-PAGENO-623335-629538.pdf
Following structural and syllogistical confederational concatenation is studied with concomitant and consummative properties: Finite-Dimensional Quantum Model For The Stock Market, Discrete Nature Of The Quantities Used In Finance, Spectral Representation Of Bessel Processes With Constant Drift, Credit Spreads, And Stochastic Volatility In Finance, Quantum Structure In Cognition, Non Classicality Of The Membership Weight Structure, Minimal Length Uncertainty And The Quantum Model For The Stock Market, Superpositions Of Probability Distributions, Quantum Finance: The Finite Dimensional Case, Foreign Exchange Market As A Lattice Gauge Theory, Classical Logical Versus Quantum Conceptual Thought, Adaptive-Wave Alternative For The Black-Scholes Option Pricing Model Key words: Spectral Representation Of Bessel Processes, Quantum Conceptual Thought, Black-Scholes Option Pricing Model, Black-Scholes Option Pricing Model, Quantum Structure In Cognition The full paper: http://www.iiste.org/PDFshare/APTA-PAGENO-648791-654990.pdf
Following system is investigated with its corresponding properties in detail: A Quantum Model Of Option Pricing: When Black–Scholes Meets Schrödinger And Its Semi-Classical Limit, Black–Scholes Option Pricing Model In A More General Quantum Physics Setting, Perfect Market Equilibrium State Postulated By The Black–Scholes Model Represents A Particular Case., Controlled Markov Processes And Mathematical Finance, Controlled Markov Processes And Mathematical Finance, Dynamic Optimization And Its Relation To Classical And Quantum Constrained Systems, Consistency Relation, Inter-Occurrence Times And Universal Laws In Finance, Earthquakes And Genomes, Quantum Cognition Beyond Hilbert Space Ii, Quantum Master Equation For Long-Term Prognosis.. The full paper: http://www.iiste.org/PDFshare/APTA-PAGENO-654991-661307.pdf
Models are given with concomitant properties for the following concatenated system: Dynamical Systems, Causation Entropy From Symbolic Representations Of Dynamical Systems, Quantum Cognition Based On An Ambiguous Representation, Expression Of Apprehension And Judgment, Basic Cognitive Process Of Decision Making, As An Inverse Bayes Inference Classifying The Information Content Of Neuron Spike Trains, A Priori And A Posteriori Hypotheses In Bayes Inference Are Replaced By The Upper And Lower Approximations, Logical Structure Of Such Combined Approximations Can Only Be Expressed As An Orthomodular Lattice And Therefore Can Be Represented By A Quantum Rather Than A Boolean Logic, Apprehension We Understand The Coherent Perception Correlated With The Recruitment And Engagement In Collective Behavior Of The Required Neuronal Populations, Quantum-Like Behavior In Language, Concep The full paper: http://www.iiste.org/PDFshare/APTA-PAGENO-680007-686491.pdf
We analyze complexity of financial (and general economic) processes by comparing classical and quantum-like models for randomness. Our analysis implies that it might be that a quantum-like probabilistic description is more natural for financial market than the classical one. A part of our analysis is devoted to study the possibility of application of the quantum probabilistic model to agents of financial market. We show that, although the direct quantum (physical) reduction (based on using the scales of quantum mechanics) is meaningless, one may apply so called quantum-like models. In our approach quantum-like probabilistic behaviour is a consequence of contextualy of statistical data in finances (and economics in general). However, our hypothesis on "quantumness" of financial data should be tested experimentally (as opposed to the conventional description based on the noncontextual classical probabilistic approach). We present a new statistical test based on a generalization of the well known in quantum physics Bell's inequality.
Last twenty years have seen a tremendous growth of the financial mar- kets both in trading volumes and in sophistication of instruments. This ever-increasing complexity of the market structure necessitates use of math- ematically advanced models from the side of market participants. So far, the prevalent paradigm for these models has been the stochastic analysis as a branch of applied mathematics. In the last few years however, there has been an influx of purely physical concepts and methodology, constituting nascent field of econophysics. To what extent this new approach is useful remains, however, an open question. In my bachelor thesis I will focus on one subfield of econophysics, namely quantum finance. First, I will give an overview of both stochastic analysis and the new quantum finance paradigm. Then using the framework of quantum theory and quantum field theory I will construct a model of European stock options. 1