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We pursue the quantum-mechanical challenge to the efficient market hypothesis for the stock market by employing the quantum Brownian motion model. We utilize the quantum Caldeira-Leggett master equation as a possible phenomenological model for the st
Externí odkaz:
http://arxiv.org/abs/1901.10544
Autor:
Jekni��-Dugi��, Jasmina, c, Sonja Radi\', Petrovi��, Igor, Arsenijevi��, Momir, Dugi��, Miroljub
We pursue the quantum-mechanical challenge to the efficient market hypothesis for the stock market by employing the quantum Brownian motion model. We utilize the quantum Caldeira-Leggett master equation as a possible phenomenological model for the st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::975fc30d5cdd421745f18869474662af
http://arxiv.org/abs/1901.10544
http://arxiv.org/abs/1901.10544