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2022-02-28
摘要翻译:
通过比较经典模型和类量子模型的随机性,我们分析了金融(和一般经济)过程的复杂性。我们的分析表明,对于金融市场来说,类量子概率描述可能比经典的概率描述更自然。我们的部分分析致力于研究量子概率模型应用于金融市场主体的可能性。我们表明,虽然直接的量子(物理)约简(基于量子力学的尺度)是没有意义的,但可以应用所谓的类量子模型。在我们的方法中,类量子概率行为是金融(和一般经济学)统计数据上下文关系的结果。然而,我们关于金融数据“量子性”的假设应该通过实验来检验(而不是基于非上下文的经典概率方法的传统描述)。我们提出了一个新的统计检验,它是基于量子物理中著名的贝尔不等式的推广。
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英文标题:
《Classical and quantum randomness and the financial market》
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作者:
Andrei Khrennikov
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最新提交年份:
2007
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分类信息:

一级分类:Quantitative Finance        数量金融学
二级分类:Statistical Finance        统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类:Physics        物理学
二级分类:Mathematical Physics        数学物理
分类描述:Articles in this category focus on areas of research that illustrate the application of mathematics to problems in physics, develop mathematical methods for such applications, or provide mathematically rigorous formulations of existing physical theories. Submissions to math-ph should be of interest to both physically oriented mathematicians and mathematically oriented physicists; submissions which are primarily of interest to theoretical physicists or to mathematicians should probably be directed to the respective physics/math categories
这一类别的文章集中在说明数学在物理问题中的应用的研究领域,为这类应用开发数学方法,或提供现有物理理论的数学严格公式。提交的数学-PH应该对物理方向的数学家和数学方向的物理学家都感兴趣;主要对理论物理学家或数学家感兴趣的投稿可能应该指向各自的物理/数学类别
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一级分类:Mathematics        数学
二级分类:Mathematical Physics        数学物理
分类描述:math.MP is an alias for math-ph. Articles in this category focus on areas of research that illustrate the application of mathematics to problems in physics, develop mathematical methods for such applications, or provide mathematically rigorous formulations of existing physical theories. Submissions to math-ph should be of interest to both physically oriented mathematicians and mathematically oriented physicists; submissions which are primarily of interest to theoretical physicists or to mathematicians should probably be directed to the respective physics/math categories
math.mp是math-ph的别名。这一类别的文章集中在说明数学在物理问题中的应用的研究领域,为这类应用开发数学方法,或提供现有物理理论的数学严格公式。提交的数学-PH应该对物理方向的数学家和数学方向的物理学家都感兴趣;主要对理论物理学家或数学家感兴趣的投稿可能应该指向各自的物理/数学类别
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一级分类:Mathematics        数学
二级分类:Probability        概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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英文摘要:
  We analyze complexity of financial (and general economic) processes by comparing classical and quantum-like models for randomness. Our analysis implies that it might be that a quantum-like probabilistic description is more natural for financial market than the classical one. A part of our analysis is devoted to study the possibility of application of the quantum probabilistic model to agents of financial market. We show that, although the direct quantum (physical) reduction (based on using the scales of quantum mechanics) is meaningless, one may apply so called quantum-like models. In our approach quantum-like probabilistic behaviour is a consequence of contextualy of statistical data in finances (and economics in general). However, our hypothesis on "quantumness" of financial data should be tested experimentally (as opposed to the conventional description based on the noncontextual classical probabilistic approach). We present a new statistical test based on a generalization of the well known in quantum physics Bell's inequality.
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PDF链接:
https://arxiv.org/pdf/0704.2865
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