Open Quantum Identification Of Chinese Stock Market

The paper puts forward a open quantum system model of the stock market by using the quantum mechanics principle. First, we assume that the wave function of stock prices satisfies a master equation which its Hamiltonian and disturbing quantity is unknown and take stock prices as the observation of market state, then, with the help of the trading da-ta of securities market, we figure out the transition probability of the stock price between each states; Second, by using these methods such as the constrained nonlinear optimization method of MATLAB, bayesian estimation and so on, we estimate the parameters; Finally, optimizing the parameters, then, we can get the Hamiltonian and disturbing quantity and get the quantum model of the securities market.