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q-fin.MF2024
Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary vs Non-Unitary Time Evolution
Will Hicks
In this article we look at stochastic processes with uncertain parameters, and consider different ways in which information is obtained when carrying out observations. For example…
q-fin.MF2024
Information Entropy of the Financial Market: Modelling Random Processes Using Open Quantum Systems
Will Hicks
We discuss the role of information entropy on the behaviour of random processes, and how this might take effect in the dynamics of financial market prices. We then go on to show ho…