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[量化金融] 收益率的量子力学模型 [推广有奖]

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能者818 在职认证  发表于 2022-4-1 08:20:00 来自手机 |AI写论文

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摘要翻译:
在他们的活动中,交易者以最小收益率的整数倍来近似收益率。因此,它可以被看作是一个量化的变量。另一方面,即使我们把收益率看作一个连续变量,也不可能观察到它及其瞬时向前时间导数。基于有限维Hilbert空间中量子系统的数学形式,我们提出了一个收益率的量子模型。收益率由离散波函数描述,其时间演化由Schodinger型方程描述。
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英文标题:
《A quantum mechanical model for the rate of return》
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作者:
Liviu-Adrian Cotfas
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最新提交年份:
2012
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分类信息:

一级分类:Quantitative Finance        数量金融学
二级分类:General Finance        一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类:Physics        物理学
二级分类:Mathematical Physics        数学物理
分类描述:Articles in this category focus on areas of research that illustrate the application of mathematics to problems in physics, develop mathematical methods for such applications, or provide mathematically rigorous formulations of existing physical theories. Submissions to math-ph should be of interest to both physically oriented mathematicians and mathematically oriented physicists; submissions which are primarily of interest to theoretical physicists or to mathematicians should probably be directed to the respective physics/math categories
这一类别的文章集中在说明数学在物理问题中的应用的研究领域,为这类应用开发数学方法,或提供现有物理理论的数学严格公式。提交的数学-PH应该对物理方向的数学家和数学方向的物理学家都感兴趣;主要对理论物理学家或数学家感兴趣的投稿可能应该指向各自的物理/数学类别
--
一级分类:Mathematics        数学
二级分类:Mathematical Physics        数学物理
分类描述:math.MP is an alias for math-ph. Articles in this category focus on areas of research that illustrate the application of mathematics to problems in physics, develop mathematical methods for such applications, or provide mathematically rigorous formulations of existing physical theories. Submissions to math-ph should be of interest to both physically oriented mathematicians and mathematically oriented physicists; submissions which are primarily of interest to theoretical physicists or to mathematicians should probably be directed to the respective physics/math categories
math.mp是math-ph的别名。这一类别的文章集中在说明数学在物理问题中的应用的研究领域,为这类应用开发数学方法,或提供现有物理理论的数学严格公式。提交的数学-PH应该对物理方向的数学家和数学方向的物理学家都感兴趣;主要对理论物理学家或数学家感兴趣的投稿可能应该指向各自的物理/数学类别
--
一级分类:Physics        物理学
二级分类:Quantum Physics        量子物理学
分类描述:Description coming soon
描述即将到来
--

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英文摘要:
  In their activity, the traders approximate the rate of return by integer multiples of a minimal one. Therefore, it can be regarded as a quantized variable. On the other hand, there is the impossibility of observing the rate of return and its instantaneous forward time derivative, even if we consider it as a continuous variable. We present a quantum model for the rate of return based on the mathematical formalism used in the case of quantum systems with finite-dimensional Hilbert space. The rate of return is described by a discrete wave function and its time evolution by a Schodinger type equation.
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PDF链接:
https://arxiv.org/pdf/1211.1938
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关键词:量子力学 收益率 Mathematical Applications Quantitative return time 时间 可能 rate

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