• Title of article

    Emergent quantum mechanics of finances

  • Author/Authors

    Nastasiuk، نويسنده , , Vadim A.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2014
  • Pages
    7
  • From page
    148
  • To page
    154
  • Abstract
    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 steps of this development are the statistical scaling, the non-differentiability hypothesis, and the equations of motion entailed by this hypothesis. From perspective of the proposed theory the dynamics of S&P500 index are analyzed.
  • Keywords
    Fractals , Schrِdinger equation , Econophysics , Financial markets , Statistical scaling
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Serial Year
    2014
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Record number

    1738228