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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...
| Autores principales: | , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2023
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| Materias: | |
| 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 |