14 citations · 14 across the 2 of their papers we have counts for
2 papers
q-fin.ST2015
Fisher information and quantum mechanical models for finance
Vadim Nastasiuk
The probability distribution function (PDF) for prices on financial markets is derived by extremization of Fisher information. It is shown how on that basis the quantum-like descri…
q-fin.ST2013★ 14 cited
Emergent quantum mechanics of finances
Vadim Nastasiuk
This paper is an attempt at understanding the quantum-like dynamics of financial markets in terms of non-differentiable price-time continuum having fractal properties. The main ste…