Matches in SemOpenAlex for { <https://semopenalex.org/work/W2337112160> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W2337112160 abstract "We develop a theory of securities price formation and dynamics based on quantum approach and without presuming any similarities with quantum mechanics. Disorder introduced by trading environment leads to probability distribution of returns that is not a smooth curve, but a speckle-pattern fluctuating in both price coordinate and time. This means that any given return can at times acquire a substantial probability of occurring while remaining low on average in time. Still, due to local character of order interaction during price formation the distribution width grows smoothly, has a minimum value at small time scale and a square root behavior at large time scale. Examples of calibration to market data, both intraday and daily, are provided." @default.
- W2337112160 created "2016-06-24" @default.
- W2337112160 creator A5021495924 @default.
- W2337112160 date "2016-04-12" @default.
- W2337112160 modified "2023-09-27" @default.
- W2337112160 title "Quantum theory of securities price formation in financial markets" @default.
- W2337112160 cites W1518924327 @default.
- W2337112160 cites W1600114197 @default.
- W2337112160 cites W1652775836 @default.
- W2337112160 cites W1865566665 @default.
- W2337112160 cites W2006718018 @default.
- W2337112160 cites W2053997475 @default.
- W2337112160 cites W2060581589 @default.
- W2337112160 cites W2070688255 @default.
- W2337112160 cites W2111711078 @default.
- W2337112160 cites W2114561744 @default.
- W2337112160 cites W2120949767 @default.
- W2337112160 cites W2162288466 @default.
- W2337112160 cites W2264233611 @default.
- W2337112160 cites W3037915572 @default.
- W2337112160 cites W3122202523 @default.
- W2337112160 cites W3125819100 @default.
- W2337112160 cites W752874142 @default.
- W2337112160 hasPublicationYear "2016" @default.
- W2337112160 type Work @default.
- W2337112160 sameAs 2337112160 @default.
- W2337112160 citedByCount "2" @default.
- W2337112160 countsByYear W23371121602016 @default.
- W2337112160 countsByYear W23371121602020 @default.
- W2337112160 crossrefType "posted-content" @default.
- W2337112160 hasAuthorship W2337112160A5021495924 @default.
- W2337112160 hasConcept C10138342 @default.
- W2337112160 hasConcept C11577676 @default.
- W2337112160 hasConcept C121332964 @default.
- W2337112160 hasConcept C149782125 @default.
- W2337112160 hasConcept C162324750 @default.
- W2337112160 hasConcept C182306322 @default.
- W2337112160 hasConcept C19244329 @default.
- W2337112160 hasConcept C2524010 @default.
- W2337112160 hasConcept C2778755073 @default.
- W2337112160 hasConcept C2780861071 @default.
- W2337112160 hasConcept C33923547 @default.
- W2337112160 hasConcept C62520636 @default.
- W2337112160 hasConcept C84114770 @default.
- W2337112160 hasConceptScore W2337112160C10138342 @default.
- W2337112160 hasConceptScore W2337112160C11577676 @default.
- W2337112160 hasConceptScore W2337112160C121332964 @default.
- W2337112160 hasConceptScore W2337112160C149782125 @default.
- W2337112160 hasConceptScore W2337112160C162324750 @default.
- W2337112160 hasConceptScore W2337112160C182306322 @default.
- W2337112160 hasConceptScore W2337112160C19244329 @default.
- W2337112160 hasConceptScore W2337112160C2524010 @default.
- W2337112160 hasConceptScore W2337112160C2778755073 @default.
- W2337112160 hasConceptScore W2337112160C2780861071 @default.
- W2337112160 hasConceptScore W2337112160C33923547 @default.
- W2337112160 hasConceptScore W2337112160C62520636 @default.
- W2337112160 hasConceptScore W2337112160C84114770 @default.
- W2337112160 hasLocation W23371121601 @default.
- W2337112160 hasOpenAccess W2337112160 @default.
- W2337112160 hasPrimaryLocation W23371121601 @default.
- W2337112160 hasRelatedWork W1905303926 @default.
- W2337112160 hasRelatedWork W2016960177 @default.
- W2337112160 hasRelatedWork W2084672756 @default.
- W2337112160 hasRelatedWork W2096541819 @default.
- W2337112160 hasRelatedWork W2110634387 @default.
- W2337112160 hasRelatedWork W21209448 @default.
- W2337112160 hasRelatedWork W2171216121 @default.
- W2337112160 hasRelatedWork W2918761876 @default.
- W2337112160 hasRelatedWork W2964745319 @default.
- W2337112160 hasRelatedWork W3004521415 @default.
- W2337112160 hasRelatedWork W3037915572 @default.
- W2337112160 hasRelatedWork W3101489993 @default.
- W2337112160 hasRelatedWork W3103505937 @default.
- W2337112160 hasRelatedWork W3121334307 @default.
- W2337112160 hasRelatedWork W3122990934 @default.
- W2337112160 hasRelatedWork W3123347539 @default.
- W2337112160 hasRelatedWork W3125090012 @default.
- W2337112160 hasRelatedWork W3125113634 @default.
- W2337112160 hasRelatedWork W611237887 @default.
- W2337112160 hasRelatedWork W83014351 @default.
- W2337112160 isParatext "false" @default.
- W2337112160 isRetracted "false" @default.
- W2337112160 magId "2337112160" @default.
- W2337112160 workType "article" @default.