英文标题：
《Quantum model for price forecasting in financial markets》
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作者：
J. L. Subias
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最新提交年份：
2019
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英文摘要：
  The present paper describes a practical example in which the probability distribution of the prices of a stock market blue chip is calculated as the wave function of a quantum particle confined in a potential well. This model may naturally explain the operation of several empirical rules used by technical analysts. Models based on the movement of a Brownian particle do not account for fundamental aspects of financial markets. This is due to the fact that the Brownian particle is a classical particle, while stock market prices behave more like quantum particles. When a classical particle meets an obstacle or a potential barrier, it may either bounce or overcome the obstacle, yet not both at a time. Only a quantum particle can simultaneously reflect and transmit itself on a potential barrier. This is precisely what prices in a stock market imitate when they find a resistance level: they partially bounce against and partially overcome it. This can only be explained by admitting that prices behave as quantum rather than as classic particles. The proposed quantum model finds natural justification not only for the aforementioned facts but also for other empirically well-known facts such as sudden changes in volatility, non-Gaussian distribution in prices, among others.
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中文摘要：
本文描述了一个实例，其中股票市场蓝筹股价格的概率分布被计算为受限于势阱中的量子粒子的波函数。这个模型可以很自然地解释技术分析师使用的几个经验规则的操作。基于布朗粒子运动的模型不能解释金融市场的基本方面。这是因为布朗粒子是一个经典粒子，而股市价格的行为更像量子粒子。当经典粒子遇到障碍物或势垒时，它可能会反弹或克服障碍物，但一次不能同时反弹或克服障碍物。只有量子粒子才能在势垒上同时反射和传输自身。这正是股票市场中的价格在找到阻力水平时所模仿的：它们部分反弹，部分克服阻力。这只能通过承认价格表现为量子而非经典粒子来解释。拟议的量子模型不仅为上述事实找到了自然的理由，也为其他经验上众所周知的事实找到了自然的理由，例如波动性的突然变化、价格的非高斯分布等。
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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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一级分类：Physics        物理学
二级分类：Quantum Physics        量子物理学
分类描述：Description coming soon
描述即将到来
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