量子行为金融学：Bohmian方法
Toward Quantum Behavioral Finances: Bohmian Approach
摘要：
我们应用量子力学的方法对金融市场的价格动态进行数学建模。我们建议描述行为金融因素（例如，交易者的期望）通过使用量子力学的导频波（Bohmian）模型。价格的轨迹由两种金融势能决定：经典的$V(q)$（“硬”市场条件，例如，自然资源）和类量子$U(q)$（行为市场条件）。一方面，我们的Bohmian模型是金融市场的类量子模型。与W.西格尔岛E. Segal，E. Haven，E. W.Piotrowski，J. Sladkowski.另一方面，（由于Bohmian力学提供了描述单个价格轨迹的可能性）它属于金融资产确定性动态的扩展研究领域（C.W. J. Granger，W.A. Barnett，A. J. Benhabib，W.A.布罗克角Sayers，J. Y. Campbell，A. W. Lo，A. C. MacKinlay，A. Serletis，S. Kuchta，M.弗兰克河Gencay，T. Stengos，M. J. Hinich，D. Patterson，D. A. Hsieh，D. T.卡普兰，J.A.沙因克曼湾LeBaron和许多其他人）。
英文摘要：
We apply methods of quantum mechanics for mathematical modeling of price dynamics at the financial market. We propose to describe behavioral financial factors (e.g., expectations of traders) by using the pilot wave (Bohmian) model of quantum mechanics. Trajectories of prices are determined by two financial potentials: classical-like $V(q)$ ("hard" market conditions, e.g., natural resources) and quantum-like $U(q)$ (behavioral market conditions). On one hand, our Bohmian model is a quantum-like model for the financial market, cf. with works of W. Segal, I. E. Segal, E. Haven, E. W.Piotrowski, J. Sladkowski. On the other hand, (since Bohmian mechanics provides the possibility to describe individual price trajectories) it belongs to the domain of extended research on deterministic dynamics for financial assets (C.W. J. Granger, W.A. Barnett, A. J. Benhabib, W.A. Brock, C. Sayers, J. Y. Campbell, A. W. Lo, A. C. MacKinlay, A. Serletis, S. Kuchta, M. Frank, R. Gencay, T. Stengos, M. J. Hinich, D. Patterson, D. A. Hsieh, D. T. Caplan, J.A. Scheinkman, B. LeBaron and many others).
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
