WebJan 16, 2024 · The study of how financial markets behave continues to be interesting. The existence of more and more data and the development of statistical techniques are some reasons for the increase in research in finance. However, the difficulty in understanding some markets’ behavior is a continuous challenge. In this context, a new research area … WebJan 26, 2010 · 3. Reviews Papers and Books on Econophysics [3.1] "Applications of physics to economics and finance: Money, income, wealth, and the stock market" by A. …
An Econophysics Model for the Stock-Markets
WebSep 26, 2024 · Econophysics received a strong push after traditional economics failed to foresee the global economic crisis of 2008. This effect is central in statistical physics, where correlations among particles produce nonlinear behavior that cascades into a phase transition, like water turning into ice. WebThe scientific literature, at international level, offers ample evidence that stock market is not normally distributed, this affecting classical statistical and econometric analysis in several decisive ways: correlation coefficients and the results of the t-statistic tests are giving misleading results, and, as a consequence, the case for a ... hassum \\u0026 levitt
A quantum model for the stock market - ScienceDirect
Web2009. His research areas include econophysics, statistical physics and quantum physics. Aymen Jedidi is a Quantitative Analyst at HSBC Bank, Paris area, France. His research interests are quantitative risk management and stochastic order book modelling. Ioane Muni Toke is an Associate Professor and Dean of studies at the Universit´e de la WebDec 15, 2010 · Beginning with several basic hypotheses of quantum mechanics, we give a new quantum model in econophysics. In this model, we define wave functions and operators of the stock market to establish the Schrödinger equation for stock price. Webthinking, imitation, herding, and the gem of econophysics, the so-called minority game. At the same time, many other models view the economic processes as interactions of inanimate particles. Here, the methods of physics are especially useful. Examples of systems modelled in such a way include books of stock-market orders, and … hassun mujeeb