Search results for "quantum tools in classical system"

showing 1 items of 1 documents

Toward a formalization of a two traders market with information exchange

2014

This paper shows that Hamiltonians and operators can also be put to good use even in contexts which are not purely physics based. Consider the world of finance. The work presented here {models a two traders system with information exchange with the help of four fundamental operators: cash and share operators; a portfolio operator and an operator reflecting the loss of information. An information Hamiltonian is considered and an additional Hamiltonian is presented which reflects the dynamics of selling/buying shares between traders. An important result of the paper is that when the information Hamiltonian is zero, portfolio operators commute with the Hamiltonian and this suggests that the dy…

Infinite setAtomic and Molecular Physics and OpticInequalitymedia_common.quotation_subjectComputationFOS: Physical sciencesCondensed Matter PhysicFOS: Economics and businesssymbols.namesakeOperator (computer programming)Computer Science::Computational Engineering Finance and Scienceinformation in financeSettore MAT/07 - Fisica MatematicaMathematical PhysicsInformation exchangeMathematicsmedia_commonMathematical Physics (math-ph)Condensed Matter PhysicsMathematical Finance (q-fin.MF)Atomic and Molecular Physics and Opticsquantum tools in classical systemQuantitative Finance - Mathematical Financenumber operatorCashsymbolsPortfolioHamiltonian (quantum mechanics)Mathematical economicsPhysica Scripta
researchProduct