{"title":"An Introductory Note to Quantum Modeling in Finance","authors":"Gregory L. Light","doi":"10.24018/ejphysics.2023.5.5.280","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":470553,"journal":{"name":"European journal of applied physic","volume":"62 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-10-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"European journal of applied physic","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.24018/ejphysics.2023.5.5.280","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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Abstract
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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