3 papers
q-fin.ST2025
Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks
Stijn De Backer, Luis E. C. Rocha, Jan Ryckebusch +1
The analysis of logarithmic return distributions defined over large time scales is crucial for understanding the long-term dynamics of asset price movements. For large time scales…
physics.soc-ph2024
Social clustering reinforces external influence on the majority opinion model
Niels Van Santen, Jan Ryckebusch, Luis E. C. Rocha
Public opinion is subject to peer interaction via social networks and external pressure from the media, advertising, and other actors. In this paper, we study the interaction betwe…
q-fin.ST2024
On the potential of quantum walks for modeling financial return distributions
Stijn De Backer, Luis E. C. Rocha, Jan Ryckebusch +1
Accurate modeling of the temporal evolution of asset prices is crucial for understanding financial markets. We explore the potential of discrete-time quantum walks to model the evo…