68th International Atlantic Economic Conference

October 08 - 11, 2009 | Boston, USA

A Quantum Statistical Approach to Simplified Stock Markets

Friday, October 9, 2009: 4:35 PM
Fabio Bagarello, Ph.D , Dipartimento di Metodi e Modelli Matematici, Università degli Studi Di Palermo, Palermo, Italy
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 particular we discuss the probability of transition from a given value of the portfolio of a certain trader to a different one. This computation  can also be carried out using some kind of Feynman graphs adapted to the present context.