Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Log inSign up
Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Blog
Job Board
Q3AS

© 2026 Aqora Quantum S.A.S.

TermsPrivacyLegal Notice

Entropy

Transactional Interpretation and the Generalized Poisson Distribution

Marcin Makowski, Edward W. Piotrowski

Published Oct 4, 2022• 5 citations
Publisher

Abstract

The aim of this paper is to study the quantum-like approach to the description of the market in the context of the principle of minimum Fisher information. We wish to investigate the validity of using squeezed coherent states as market strategies. For this purpose, we focus on the representation of any squeezed coherent state with respect to the basis of the eigenvectors of the observable of market risk. We derive a formula for the probability of being the squeezed coherent state in one of these states. The distribution that we call generalized Poisson establishes the relation between the squeezed coherent states and their description in the language of risk in quantum terms. We provide a formula specifying the total risk of squeezed coherent strategy. Then, we propose a risk of risk concept that is in fact the second central moment of the generalized Poisson distribution. This is an important numerical characterization of squeezed coherent strategies. We provide its interpretations on the basis of the uncertainty relation for time and energy.

DOI
10.3390/e24101416

Related papers

Transactional Interpretation for the Principle of Minimum Fisher Information

Marcin Makowski, Edward W. Piotrowski, Piotr Frąckiewicz +1 more

The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can be applied to transaction processes, the dynamics of which can be interpreted as the market tendency to minimize the information revealed about itself. More information involves higher costs (information is physical). The starting point for our considerations is a description of the market derived from the assumption of minimum Fisher information for a strategy with a fixed financial risk. Strategies of this type that minimize Fisher information overlap with the well-known eigenstates of a the quantum harmonic oscillator. The analytical extension of this field of strategy to the complex vector space (traditional for quantum mechanics) suggests the study of the interference of the oscillator eigenstates in terms of their minimization of Fisher information. It is revealed that the minimum value of Fisher information of the superposition of the two strategies being the ground state and the second excited state of the oscillator, has Fisher information less than the ground state of the oscillator. Similarly, less information is obtained for the system of strategies (the oscillator eigenstates) randomized by the Gibbs distribution. We distinguish two different views on the description of Fisher information. One of them, the classical, is based on the value of Fisher information. The second, we call it transactional, expresses Fisher information from the perspective of the constant risk of market strategies. The orders of the market strategies derived from these two descriptions are different. From a market standpoint, minimizing Fisher information is equivalent to minimizing risk.

arXiv:2203.12607•Entropy•Nov 6, 2021•10 citations

- Coherent and Squeezed States

S. Rajasekar, R. Velusamy

Certain superposition (linear combination) of energy eigenfunctions of linear harmonic oscillators are called coherent states because they are of significance in optics for the representation of coherent light waves. A hallmark of coherent states is that the variances (squares of the uncertainties) of x and px are constant in time and further their product becomes the minimum value allowed by the Heisenberg uncertainty principle. On the other hand, some linear combinations of harmonic oscillator energy functions give rise to squeezed states . A curious property of squeezed states is that the variances of x and px oscillate in time 180o out of phase with one another with the frequency twice of the oscillator. The wave packet of a coherent state possesses a minimum uncertainty. 〈x〉 and 〈px〉 have the same oscillatory forms as in the classical case. The coherent states have also been called minimum uncertainty coherent states, the Schrödinger coherent states or the Glauber coherent states [1-6]. The squeezed states are sometimes referred to in the literature as two-photon coherent states and generalized coherent states.

CRC Press eBooks•Dec 10, 2014•0 citations

Coherent and Squeezed States

S. Rajasekar, R. Velusamy

This chapter presents some basic aspects of coherent and squeezed states. Certain superpositions of energy Eigen functions of linear harmonic oscillators are called coherent states because they are of significance in optics for the representation of coherent light waves. The chapter obtains the Heisenberg uncertainty relation for the harmonic oscillator states and shows that it is a minimum for ground state. It defines coherent states and shows that they are the minimum uncertainty product states. Coherent states were constructed for many interesting potentials including infinite well and Poschl-Teller potentials and Morse potential. A particular quantum state of a spin system which most closely resembles a classical spin is termed as a spin coherent state. Use of squeezed states in quantum cryptography, quantum distribution of keys, extended coherence time, quantum engineering, teleportation, optics, detection of gravitational waves, quantum metrology and laser interferometers have been analyzed.

CRC Press eBooks•Oct 5, 2022•0 citations

Time-Dependent Variational Approach in Terms of Squeezed Coherent States

Y. Tsue, Yoshikazu Fujiwara

A general framework for a time-dependent variational approach in terms of squeezed coherent states is given with the aid of canonicity conditions developed in the time-dependent Hartree-Fock theory. By using a formula given by Balian and Brezin for canonical decompositions of generalized Bogoliubov transformations, we show that this approach is entirely equivalent to that given by Jackiw and Kerman in terms of the most general Gaussian functions, which is originally motivated for the variational definition of the effective action in the quantum field theory. The resultant equations of motion have structure of classical Hamiltonian systems consisting of displacement degree of freedom and squeezing degree of freedom in the configuration space. The initial conditions for solving these equations, particularly for the squeezing degree of freedom, are discussed in connection with the minimum-uncertainty relations of the squeezed coherent state. For a simple one-dimensional quantum-mechanical Hamiltonian with potentials of quadratic terms or less, the present formulation gives an exact result for the time-evolution of the Gaussian wave packet.

Progress of Theoretical Physics•Aug 1, 1991•36 citations

Subnormal operators regarded as generalized observables and compound-system-type normal extension related to $\mathfrak{su}(1,1)$ (New Development of Infinite-Dimensional Analysis and Quantum Probability)

Masahito Hayashi, Fuminori Sakaguchi

In this paper, subnormal operators, not necessary bounded, are discussed as generalized observables.In order to describe not only the information about the probability distribution of the output data of their measurement but also a framework of their imple- mentations, we introduce a new concept 'compound-system-type normal extension', and we derive the 'compound-system-type normal extension' of a subnormal operator defined by an irreducible unitary representation of the algebra $\epsilon \mathrm{u}(1,1)$ .The squeezed states are characterized as the eigenvectors of an operator from this viewpoint, and the squeezed states in multi-particle systems are shown to be the eigenvectors of the adjoints of these subnormal operators under a representation.The affine coherent states are discussed in the same context as well.

•Apr 1, 2000•0 citations

Quantum-like approach to financial risk: quantum anthropic principle

Edward W. Piotrowski, Sładkowski, J.

We continue the analysis of quantum-like description of market phenomena and economics. We show that it is possible to define a risk inclination operator acting in some Hilbert space that has a lot of common with quantum description of the harmonic oscillator. The approach has roots in the recently developed quantum game theory and quantum computing. A quantum anthropic principle is formulated

arXiv:quant-ph/0110046•Oct 8, 2001•35 citations
The aim of this paper is to study the quantum-like approach to the description of the market in the context of the principle of minimum Fisher information. We wish to investigate the validity of using squeezed coherent states as market strategies. For this purpose, we focus on the representation of any squeezed coherent state with respect to the basis of the eigenvectors of the observable of market risk. We derive a formula for the probability of being the squeezed coherent state in one of these states. The distribution that we call generalized Poisson establishes the relation between the squeezed coherent states and their description in the language of risk in quantum terms. We provide a formula specifying the total risk of squeezed coherent strategy. Then, we propose a risk of risk concept that is in fact the second central moment of the generalized Poisson distribution. This is an important numerical characterization of squeezed coherent strategies. We provide its interpretations on the basis of the uncertainty relation for time and energy.
The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can be applied to transaction processes, the dynamics of which can be interpreted as the market tendency to minimize the information revealed about itself. More information involves higher costs (information is physical). The starting point for our considerations is a description of the market derived from the assumption of minimum Fisher information for a strategy with a fixed financial risk. Strategies of this type that minimize Fisher information overlap with the well-known eigenstates of a the quantum harmonic oscillator. The analytical extension of this field of strategy to the complex vector space (traditional for quantum mechanics) suggests the study of the interference of the oscillator eigenstates in terms of their minimization of Fisher information. It is revealed that the minimum value of Fisher information of the superposition of the two strategies being the ground state and the second excited state of the oscillator, has Fisher information less than the ground state of the oscillator. Similarly, less information is obtained for the system of strategies (the oscillator eigenstates) randomized by the Gibbs distribution. We distinguish two different views on the description of Fisher information. One of them, the classical, is based on the value of Fisher information. The second, we call it transactional, expresses Fisher information from the perspective of the constant risk of market strategies. The orders of the market strategies derived from these two descriptions are different. From a market standpoint, minimizing Fisher information is equivalent to minimizing risk.
Certain superposition (linear combination) of energy eigenfunctions of linear harmonic oscillators are called coherent states because they are of significance in optics for the representation of coherent light waves. A hallmark of coherent states is that the variances (squares of the uncertainties) of x and px are constant in time and further their product becomes the minimum value allowed by the Heisenberg uncertainty principle. On the other hand, some linear combinations of harmonic oscillator energy functions give rise to squeezed states . A curious property of squeezed states is that the variances of x and px oscillate in time 180o out of phase with one another with the frequency twice of the oscillator. The wave packet of a coherent state possesses a minimum uncertainty. 〈x〉 and 〈px〉 have the same oscillatory forms as in the classical case. The coherent states have also been called minimum uncertainty coherent states, the Schrödinger coherent states or the Glauber coherent states [1-6]. The squeezed states are sometimes referred to in the literature as two-photon coherent states and generalized coherent states.
This chapter presents some basic aspects of coherent and squeezed states. Certain superpositions of energy Eigen functions of linear harmonic oscillators are called coherent states because they are of significance in optics for the representation of coherent light waves. The chapter obtains the Heisenberg uncertainty relation for the harmonic oscillator states and shows that it is a minimum for ground state. It defines coherent states and shows that they are the minimum uncertainty product states. Coherent states were constructed for many interesting potentials including infinite well and Poschl-Teller potentials and Morse potential. A particular quantum state of a spin system which most closely resembles a classical spin is termed as a spin coherent state. Use of squeezed states in quantum cryptography, quantum distribution of keys, extended coherence time, quantum engineering, teleportation, optics, detection of gravitational waves, quantum metrology and laser interferometers have been analyzed.
A general framework for a time-dependent variational approach in terms of squeezed coherent states is given with the aid of canonicity conditions developed in the time-dependent Hartree-Fock theory. By using a formula given by Balian and Brezin for canonical decompositions of generalized Bogoliubov transformations, we show that this approach is entirely equivalent to that given by Jackiw and Kerman in terms of the most general Gaussian functions, which is originally motivated for the variational definition of the effective action in the quantum field theory. The resultant equations of motion have structure of classical Hamiltonian systems consisting of displacement degree of freedom and squeezing degree of freedom in the configuration space. The initial conditions for solving these equations, particularly for the squeezing degree of freedom, are discussed in connection with the minimum-uncertainty relations of the squeezed coherent state. For a simple one-dimensional quantum-mechanical Hamiltonian with potentials of quadratic terms or less, the present formulation gives an exact result for the time-evolution of the Gaussian wave packet.
Subnormal operators regarded as generalized observables and compound-system-type normal extension related to su(1,1)\mathfrak{su}(1,1)su(1,1) (New Development of Infinite-Dimensional Analysis and Quantum Probability)
In this paper, subnormal operators, not necessary bounded, are discussed as generalized observables.In order to describe not only the information about the probability distribution of the output data of their measurement but also a framework of their imple- mentations, we introduce a new concept 'compound-system-type normal extension', and we derive the 'compound-system-type normal extension' of a subnormal operator defined by an irreducible unitary representation of the algebra ϵu(1,1)\epsilon \mathrm{u}(1,1)ϵu(1,1) .The squeezed states are characterized as the eigenvectors of an operator from this viewpoint, and the squeezed states in multi-particle systems are shown to be the eigenvectors of the adjoints of these subnormal operators under a representation.The affine coherent states are discussed in the same context as well.