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一个量子双或无游戏:凯利标准对旋转的应用
Bernhard K Meister1, Henry C W Price2
1FastEagle Holdings, 1200 Vienna, Austria.
Entropy (Basel, Switzerland)
|January 22, 2024
概括
本研究介绍了使用自旋-1/2粒子进行投资组合优化的量子游戏. 最优的量子策略不同于经典的凯利标准,为量子金融提供了新的见解.
科学领域:
- 量子力学就是量子力学.
- 定量金融是指数量金融.
- 游戏理论的游戏理论.
背景情况:
- 经典的投资组合优化依赖于像凯利标准这样的策略.
- 量子力学为信息处理和决策提供了新的范式.
研究的目的:
- 开发和分析用于投资组合优化的量子游戏.
- 将最佳量子策略与经典的凯利标准进行比较.
主要方法:
- 用自旋-1/2粒子构建一个量子游戏.
- 利用积累的信息来调整投注和测量策略.
- 数字确定最优的量子策略.
主要成果:
- 量子游戏涉及对粒子极化测量进行连续的双倍或零注.
- 随着信息的逐步调整,投资组合的增长率会增加.
- 发现最优的量子策略与经典的凯利标准有所不同.
结论:
- 这项工作将投资组合优化概念扩展到量子领域,为量子金融做出贡献.
- 该研究强调了信息获取和投资组合增长之间的权衡在量子环境中.
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