PHYS.ORG featured article "Stock market forces can be modeled with a quantum harmonic oscillator"

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Description

The restoring force in a quantum harmonic oscillator can approximate the market force that returns a fluctuating stock return to equilibrium. By applying their model to seven years of data from the Financial Times Stock Exchange All Share Index (a subset of companies traded on the London Stock Exchange), they show that the quantum harmonic oscillator model outperforms other quantum models.

Period2018 Feb 14

Media contributions

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Media contributions

  • TitleStock market forces can be modeled with a quantum harmonic oscillator
    CountryKorea, Republic of
    Date18/2/14
    DescriptionThe restoring force in a quantum harmonic oscillator can approximate the market force that returns a fluctuating stock return to equilibrium. By applying their model to seven years of data from the Financial Times Stock Exchange All Share Index (a subset of companies traded on the London Stock Exchange), they show that the quantum harmonic oscillator model outperforms other quantum models.
    URLhttps://phys.org/news/2018-02-stock-quantum-harmonic-oscillator.html
    PersonsKwangwon Ahn