{"title":"量子谐振子作为股票收益分布模型在nsei指数上的校正","authors":"Atman Bhatt, Ravi Gor","doi":"10.29121/ijoest.v6.i6.2022.423","DOIUrl":null,"url":null,"abstract":"Stock returns have a mixed distribution, which describes Gaussian and non-Gaussian characteristics of the stock return distribution, according to the solution of the Schrodinger equation for the quantum harmonic oscillator. As a model for the market force, A quantum harmonic oscillator which uses a stock return from short-run oscillations to long-run equilibrium will be suggested. We will calculate fitting errors and goodness of fit statistics by analysing the All-Share Index of the National Stock Exchange of India.","PeriodicalId":331301,"journal":{"name":"International Journal of Engineering Science Technologies","volume":"31 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"CALIBRATION OF QUANTUM HARMONIC OSCILLATOR AS A STOCK RETURN DISTRIBUTION MODEL ON THE INDEX OF NSEI\",\"authors\":\"Atman Bhatt, Ravi Gor\",\"doi\":\"10.29121/ijoest.v6.i6.2022.423\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Stock returns have a mixed distribution, which describes Gaussian and non-Gaussian characteristics of the stock return distribution, according to the solution of the Schrodinger equation for the quantum harmonic oscillator. As a model for the market force, A quantum harmonic oscillator which uses a stock return from short-run oscillations to long-run equilibrium will be suggested. We will calculate fitting errors and goodness of fit statistics by analysing the All-Share Index of the National Stock Exchange of India.\",\"PeriodicalId\":331301,\"journal\":{\"name\":\"International Journal of Engineering Science Technologies\",\"volume\":\"31 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Engineering Science Technologies\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.29121/ijoest.v6.i6.2022.423\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Engineering Science Technologies","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.29121/ijoest.v6.i6.2022.423","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
CALIBRATION OF QUANTUM HARMONIC OSCILLATOR AS A STOCK RETURN DISTRIBUTION MODEL ON THE INDEX OF NSEI
Stock returns have a mixed distribution, which describes Gaussian and non-Gaussian characteristics of the stock return distribution, according to the solution of the Schrodinger equation for the quantum harmonic oscillator. As a model for the market force, A quantum harmonic oscillator which uses a stock return from short-run oscillations to long-run equilibrium will be suggested. We will calculate fitting errors and goodness of fit statistics by analysing the All-Share Index of the National Stock Exchange of India.