The applications of potential functions in finance : some empirical results

Preface: My thesis mainly focuses on the applications of Bohmian mechanics in the domain of finance from the empirical aspect. In chapter 1, some agent-based herding models are carefully reviewed and we provide the possible link between the agent-based models and the quantum potential. Then we discu...

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Main Author:	Shen, Chen
Other Authors:	Weir, Kenneth ; Shi, Yukun
Published:	University of Leicester 2018
Subjects:	658
Online Access:	https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.755398

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spelling	ndltd-bl.uk-oai-ethos.bl.uk-7553982019-03-05T15:46:07ZThe applications of potential functions in finance : some empirical resultsShen, ChenWeir, Kenneth ; Shi, Yukun2018Preface: My thesis mainly focuses on the applications of Bohmian mechanics in the domain of finance from the empirical aspect. In chapter 1, some agent-based herding models are carefully reviewed and we provide the possible link between the agent-based models and the quantum potential. Then we discuss the two types of potentials (that is, the classical and quantum potentials) in the financial market. We calculate the potentials and conduct the path simulations by using the data from the commodity and security markets. Finally, our discussion is extended to non-mainstream financial markets in the last chapter.658University of Leicesterhttps://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.755398http://hdl.handle.net/2381/42919Electronic Thesis or Dissertation
collection	NDLTD
sources	NDLTD
topic	658
spellingShingle	658 Shen, Chen The applications of potential functions in finance : some empirical results
description	Preface: My thesis mainly focuses on the applications of Bohmian mechanics in the domain of finance from the empirical aspect. In chapter 1, some agent-based herding models are carefully reviewed and we provide the possible link between the agent-based models and the quantum potential. Then we discuss the two types of potentials (that is, the classical and quantum potentials) in the financial market. We calculate the potentials and conduct the path simulations by using the data from the commodity and security markets. Finally, our discussion is extended to non-mainstream financial markets in the last chapter.
author2	Weir, Kenneth ; Shi, Yukun
author_facet	Weir, Kenneth ; Shi, Yukun Shen, Chen
author	Shen, Chen
author_sort	Shen, Chen
title	The applications of potential functions in finance : some empirical results
title_short	The applications of potential functions in finance : some empirical results
title_full	The applications of potential functions in finance : some empirical results
title_fullStr	The applications of potential functions in finance : some empirical results
title_full_unstemmed	The applications of potential functions in finance : some empirical results
title_sort	applications of potential functions in finance : some empirical results
publisher	University of Leicester
publishDate	2018
url	https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.755398
work_keys_str_mv	AT shenchen theapplicationsofpotentialfunctionsinfinancesomeempiricalresults AT shenchen applicationsofpotentialfunctionsinfinancesomeempiricalresults
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The applications of potential functions in finance : some empirical results

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