A quantum statistical approach to simplified stock markets

6533b830fe1ef96bd1297d10

RESEARCH PRODUCT

A quantum statistical approach to simplified stock markets

subject

Statistics and Probability Toy model Computation Condensed Matter Physics stock market FOS: Economics and business symbols.namesake Quantum probability symbols Feynman diagram Portfolio Applied mathematics number operators Stock market Quantitative Finance - General Finance General Finance (q-fin.GN)Quantum Mathematical economics Settore MAT/07 - Fisica Matematica Stock (geology)Mathematics

description

We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of transition from a given value of the {\em portfolio} of a certain trader to a different one. This computation can also be carried out using some kind of {\em Feynman graphs} adapted to the present context.

year	journal	country	edition	language
2009-01-01

http://arxiv.org/pdf/0907.2531

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