3 papers
q-fin.GN2020
Potential in the Schrodinger equation: estimation from empirical data
J. L. Subias
A recent model for the stock market calculates future price distributions of a stock as a wave function of a quantum particle confined in an infinite potential well. In such a mode…
q-fin.GN2019
Quantum model for price forecasting in financial markets
J. L. Subias
The present paper describes a practical example in which the probability distribution of the prices of a stock market blue chip is calculated as the wave function of a quantum part…
q-fin.GN2015
Phase Transitions, Renormalization and Yang-Lee Zeros in Stock Markets
J. L. Subias
The present paper analyses the formal parallelism existing between the laws of thermodynamics and some economic principles. Based on previous works, we shall show how the existence…