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摘要翻译：
本文采用玻门量子方法分析金融市场。在这种方法中，有一个波函数导致量子势。这种潜力可以解释代理人行为与过去的相关性和纠葛。通过考虑市场条件与以前市场条件的相关性，可以将地方概念转换为全球概念，从而揭示了这一点。我们已经表明，每个市场都有两个潜在的限制。从本质上说，这些潜在的限制就像一个边界，它将返回值限制在它里面。通过估计每个市场上这两个极限之间的差异，发现不同时间尺度下的收益时间序列的量子势具有标度行为。成熟市场、新兴市场和大宗商品市场的规模行为斜率表现出不同的模式。与成熟市场和商品市场的斜率小于0.5的相应值相比，新兴市场斜率大于0.5的值更高。在商品市场曲线上观察到的临界点表明了全球效应效率的阈值。而在截止日期之前，市场的局部效应占主导地位，就像成熟市场的情况一样。这些发现可以证明对不同市场的投资者在不同的时间范围内进行投资是足够的。
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英文标题：
《Information content of financial markets: a practical approach based on
Bohmian quantum mechanics》
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作者：
F. Tahmasebi, S. Meskini, A. Namaki, G.R. Jafari
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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：Data Analysis, Statistics and Probability 数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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英文摘要：
The Bohmian quantum approach is implemented to analyze the financial markets. In this approach, there is a wave function that leads to a quantum potential. This potential can explain the relevance and entanglements of the agent's behaviors with the past. The light is shed by considering the relevance of the market conditions with the previous market conditions enabling the conversion of the local concepts to the global ones. We have shown that there are two potential limits for each market. In essence, these potential limits act as a boundary which limits the return values inside it. By estimating the difference between these two limits in each market, it is found that the quantum potentials of the return time series in different time scales, possess a scaling behavior. The slopes of the scaling behaviors in mature, emerging and commodity markets show different patterns. The emerge market having a slope greater than 0.5, has a higher value compared to the corresponding values for the mature and commodity markets which is less than 0.5. The cut-off observed in the curve of the commodity market indicates the threshold for the efficiency of the global effects. While before the cut-off, local effects in the market are dominant, as in the case of the mature markets. The findings could prove adequate for investors in different markets to invest in different time horizons.
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PDF链接：
https://arxiv.org/pdf/1212.4293
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