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A Quantum Tomography For The Stock Market Of China

Posted on:2014-01-29Degree:MasterType:Thesis
Country:ChinaCandidate:J J YuanFull Text:PDF
GTID:2230330398976980Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
The paper puts forward a new tomography of the stock market by using the quantum mechanics principle. First, we assume that the wave function of stock prices satisfies a schrodinger equation which its Hamiltonian is unknown and take stock prices as the ob-servation of market state, then, with the help of the trading data of securities market, we figure out the transition probability of the stock price between each states; Second, by using these methods such as spectrum analysis, bayesian estimation and so on, we estimate the parameters; Finally, optimizing the parameters, then, we can get the Hamiltonian and quantum tomography of the securities market.
Keywords/Search Tags:Schrodinger equation, Stock price, Bayesian estimation, Parameter opti-mization
PDF Full Text Request
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