Emergent quantum mechanics of finances

Vadim Nastasiuk

Papers from arXiv.org

Abstract: This paper is an attempt at understanding the quantum-like dynamics of financial markets in terms of non-differentiable price-time continuum having fractal properties. The main steps of this development are the statistical scaling, the non-differentiability hypothesis, and the equations of motion entailed by this hypothesis. From perspective of the proposed theory the dynamics of S&P500 index are analyzed.

Date: 2013-12
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1312.3247

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