4 papers
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…
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…
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…
Negative Kelvin temperatures in stock markets
J. L. Subias
A spin model relating physical to financial variables is presented. This work is the first to introduce the concept of negative absolute temperature into stock market dynamics by e…