金融中的量子建模导论

Gregory L. Light
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引用次数: 0

摘要

本文通过将量子力学应用于股票价格模型,向金融研究人员介绍了量子力学的基本结构。我们给出了波函数、哈密顿算符和Schrödinger方程在常见数学术语中的含义,并举例说明了如何将始终存在的二进制随机变量与物理学中的自旋算符联系起来。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
An Introductory Note to Quantum Modeling in Finance
This paper introduces the basic construct of quantum mechanics to financial researchers by applying it to a modeling of the stock prices. We present the meanings of the wavefunction, the Hamiltonian operator and the Schrödinger's equation in common mathematical terms, with an illustration of how the ever-present binary random variable can be connected to the spin operator in physics.
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