Quantum Bohmian-Inspired Potential to Model Non–Gaussian Time Series and Its Application in Financial Markets

We have implemented quantum modeling mainly based on Bohmian mechanics to study time series that contain strong coupling between their events. Compared to time series with normal densities, such time series are associated with rare events. Hence, employing Gaussian statistics drastically underestima...

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Detalles Bibliográficos
Autores principales: Hosseini, Reza, Tajik, Samin, Koohi Lai, Zahra, Jamali, Tayeb, Haven, Emmanuel, Jafari, Reza
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10378105/
https://www.ncbi.nlm.nih.gov/pubmed/37510008
http://dx.doi.org/10.3390/e25071061

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10378105/
https://www.ncbi.nlm.nih.gov/pubmed/37510008
http://dx.doi.org/10.3390/e25071061

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