| Issue |
EPL
Volume 150, Number 4, May 2025
|
|
|---|---|---|
| Article Number | 41004 | |
| Number of page(s) | 5 | |
| Section | Statistical physics and networks | |
| DOI | https://doi.org/10.1209/0295-5075/add6d2 | |
| Published online | 06 June 2025 | |
On modeling stock prices using quantum wave interference
Center for Quantum Science and Technology & Department of Business Administration, Guilford Glazer Faculty of Business and Management, Ben-Gurion University of the Negev - Beer-Sheva, Israel
Received: 17 December 2024
Accepted: 9 May 2025
In recent years, there has been a growing interest in modeling financial risks using the mathematical description of quantum mechanics. In this note, we propose a simplistic model of stock prices originating from the interference between quantum states that represent the initial and final states of the investors. In this way, we can produce a model that fits data of standard stock prices, which contains buying and selling time periods based on Gaussian states. We then show how the proposed approach allows us to reformulate the problem of fitting a model to the financial data into an instability problem of the dynamical systems.
© 2025 The author(s)
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