量子影响和供需曲线的量子影响
1SystemsForecasting, Toronto, Canada.
概括
这项研究使用量子概率来建模资产定价,为供求定律提供了一种新的方法. 它建立了价格变化和波动之间的关系,对金融市场产生影响.
科学领域:
- 量化金融 量化金融
- 经济建模经济建模
- 量子力学就是量子力学.
背景情况:
- 新古典的供需定律缺乏经验支持,因为在实践中难以将供需分开.
- 价格影响,即大型交易改变资产价格,是金融界研究得很好的领域.
- 现有的模型可能无法完全捕捉扰乱下的市场动态.
研究的目的:
- 开发一种概率模型,用于资产定价中的价格影响.
- 扩展这个模型,以解决供需的一般规律.
- 使用实证数据探索价格变化和波动性之间的关系.
主要方法:
- 使用经典概率进行经济买卖决策的模拟.
- 开发一个量子概率模型,以更好地代表系统对干扰的反应.
- 推导式的应用在实证证券市场数据上.
主要成果:
- 一个新的概率模型,用于资产定价中的价格影响.
- 该模型的扩展,包括供需动态.
- 经验验证价格变化与波动性之间的衍生关系.
结论:
- 量子概率方法为理解市场行为提供了一个比传统模型更强大的框架.
- 这些发现在期权定价,房地产和其他金融领域都有潜在的应用.
- 这项工作将量子理论与经济决策模型联系起来.
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