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math.AT2022★ 2 cited
Homology Groups of Embedded Fractional Brownian Motion
H. Masoomy, S. Tajik, S. M. S. Movahed
A well-known class of non-stationary self-similar time series is the fractional Brownian motion (fBm) considered to model ubiquitous stochastic processes in nature. In this paper,…
q-fin.MF2022★ 1 cited
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…