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Scientists use 'voting' and 'penalties' to overcome errors in quantum optimization（图）
voting penalties quantum optimization
2014/3/21
By tying quantum bits into voting blocks, scientists can create significant protection against decoherence.
A quantum mechanical model for the relationship between stock price and stock ownership
quantum mechanical model relationship between stock price stock ownership
2012/9/14
The trade of a fixed stock can be regarded as the basic process that measures its momentary price. The stock price is exactly known only at the time of sale when the stock is between traders, that is,...
Finite quantum mechanical model for the stock market
quantum mechanical model stock market
2012/9/14
The price of a given stock is exactly known only at the time of sale when the stock is between the traders. If we know the price (owner) then we have no information on the owner (price). A more genera...
A finite-dimensional quantum model for the stock market
econophysics quantum finance finite quantum systems
2012/4/28
We present a finite-dimensional version of the quantum model for the stock market proposed in [C. Zhang and L. Huang, A quantum model for the stock market, Physica A 389(2010) 5769]. Our approach is a...
Quantum Financial Economics - Risk and Returns
Quantum Financial Economics Multifractal Self-Organized Criticality Quantum Chaotic Volatility
2011/7/19
Financial volatility risk is addressed through a multiple round evolutionary quantum game equilibrium leading to Multifractal Self-Organized Criticality (MSOC) in the financial returns and in the risk...
Quantum Portfolios of Observables and the Risk Neutral Valuation Model
Quantum Portfolios Observables Neutral Valuation Model
2010/10/19
Quantum Portfolios of quantum algorithms encoded on qbits have recently been reported. In this paper a discussion of the continuous variables version of quantum portfolios is presented. A risk neutral...
Strategic Insights From Playing the Quantum Tic-Tac-Toe
Strategic Insights Playing the Quantum Tic-Tac-Toe
2010/10/21
In this paper, we perform a minimalistic quantization of the classical game of tic-tac-toe, by allowing superpositions of classical moves. In order for the quantum game to reduce properly to the clas...
Quantum Portfolios of Observables and the Risk Neutral Valuation Model
Quantum Portfolios Observables Risk Neutral Valuation Model
2010/4/27
Quantum Portfolios of quantum algorithms encoded on qbits have recently been reported. In this paper a discussion of the continuous variables version of quantum portfolios is presented. A risk neutral...
A Study of Quantum Strategies for Newcomb's Paradox
Game Theory Newcomb’s Paradox Quantum Strategy Meyer’s Strategy
2013/2/23
Newcomb’s problem is a game between two players, one of who has an ability to predict the future: let Bob have an ability to predict Alice’s will. Now, Bob prepares two boxes, Box1 and Box2, and Alice...
Quantum Model of Bertrand Duopoly
Quantum Bertrand duopoly profit functions Nash equilibria
2010/10/18
We present the quantum model of Bertrand duopoly and study the entanglement behaviour on the profit functions of the firms. Using the concept of optimal response of each firm to the price of the oppon...
Adaptive Wave Models for Option Pricing Evolution: Nonlinear and Quantum Schrödinger Approaches
Black--Scholes option pricing adaptive nonlinear Schr\"odinger equation
2010/10/18
Adaptive wave model for financial option pricing is proposed, as a high-complexity alternative to the standard Black--Scholes model. The new option-pricing model, representing a controlled Brownian mo...
Doves and hawks in economics revisited. An evolutionary quantum game theory-based analysis of financial crises
Doves hawks evolutionary quantum game theory-based
2010/11/1
The last financial and economic crisis demonstrated the dysfunctional long-term effects of aggressive behaviour in financial markets. Yet, evolutionary game theory predicts that under the condition of...
Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models
Bernstein processes Euclidean Quantum Mechanics Interest Rate Models
2010/11/3
We give an exposition, following joint works with J.-C. Zambrini, of the link between Euclidean Quantum Mechanics, Bernstein processes and isovectors for the heat equation. A new application to Mathem...
A quantum statistical approach to simplified stock markets
quantum statistical stock markets
2010/11/1
We use standard perturbation techniques originally formulated in quantum (statistical)mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In partic...
Gravity Dual for Reggeon Field Theory and Non-linear Quantum Finance
Gravity Dual Reggeon Field Theory Non-linear Quantum Finance
2010/11/1
We study scale invariant but not necessarily conformal invariant deformations of non-relativistic conformal field theories from the dual gravity viewpoint. We present the corresponding metric that sol...