33 citations · 55 across the 4 of their papers we have counts for
5 papers
Quantum Bohmian Inspired Potential to Model Non-Gaussian Events and the Application in Financial Markets
Reza Hosseini, Samin Tajik, Zahra Koohi Lai +3
We have implemented quantum modeling mainly based on Bohmian Mechanics to study time series that contain strong coupling between their events. We firstly propose how compared to no…
Analysis of the Global Banking Network by Random Matrix Theory
Ali Namaki, Jamshid Ardalankia, Reza Raei +4
Since 2008, the network analysis of financial systems is one of the most important subjects in economics. In this paper, we have used the complexity approach and Random Matrix Theo…
Mapping Coupled Time-series Onto Complex Network
Jamshid Ardalankia, Jafar Askari, Somaye Sheykhali +2
In order to extract hidden joint information from two possibly uncorrelated time-series, we explored the measures of network science. Alongside common methods in time-series analys…
Scaling Features of Price-Volume Cross-Correlation
Jamshid Ardalankia, Mohammad Osoolian, Emmanuel Haven +1
Price without transaction makes no sense. Trading volume authenticates its corresponding price, so there exist mutual information and correlation between price and trading volume.…
Towards a formalization of a two traders market with information exchange
F. Bagarello, E. Haven
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…