英文标题:
《Decoding Stock Market Behavior with the Topological Quantum Computer》
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作者:
Ovidiu Racorean
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最新提交年份:
2014
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英文摘要:
A surprising image of the stock market arises if the price time series of all Dow Jones Industrial Average stock components are represented in one chart at once. The chart evolves into a braid representation of the stock market by taking into account only the crossing of stocks and fixing a convention defining overcrossings and undercrossings. The braid of stocks prices has a remarkable connection with the topological quantum computer. Using pairs of quasi-particles, called non-abelian anyons, having their trajectories braided in time, topological quantum computer can effectively simulate the stock market behavior encoded in the braiding of stocks. In a typically topological quantum computation process the trajectories of non-abelian anyons are manipulated according to the braiding of stocks and the outcome reflects the probability of the future state of stock market. The probability depends only on the Jones polynomial of the knot formed by plat closing the quantum computation. The Jones polynomial of the knotted stock market acts, making a parallel with the common financial literature, in a topological quantum computation as a counterpart of a classical technical indicator in trading the stock market. The type of knot stock market formed is an indicator of its future tendencies.
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中文摘要:
如果所有道琼斯工业平均指数股票成分的价格时间序列同时出现在一张图表中,股市就会呈现出令人惊讶的景象。通过只考虑股票的交叉点,并修正定义交叉点和交叉点的惯例,该图表演变为股票市场的编织表示。股价的辫子与拓扑量子计算机有着显著的联系。拓扑量子计算机利用一对被称为非阿贝尔任意子的准粒子,将它们的轨迹在时间上编织起来,可以有效地模拟股票编织过程中编码的股票市场行为。在一个典型的拓扑量子计算过程中,非阿贝尔任意子的轨迹是根据股票的编织来操纵的,其结果反映了股票市场未来状态的概率。概率仅取决于量子计算中由平板闭合形成的结的琼斯多项式。在拓扑量子计算中,打结股票市场的琼斯多项式作为股票市场交易中经典技术指标的对应物,与普通金融文献平行。股市形成的类型是其未来趋势的一个指标。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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