Using Bell violations as an indicator for financial market crisis

The failure to identify and measure financial risk carries significant social and economic consequences. This paper introduces a novel framework for analyzing financial stress and crises, based on the Bell inequalities, a foundational framework in causal analysis, originally developed in quantum mec...

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發表在:	Journal of Finance and Data Science
Main Authors:	Arefeh Zarifian, Christoph Gallus, Ludger Overbeck, Emmanuel M. Pothos, Pawel Blasiak
格式:	Article
語言:	英语
出版:	KeAi Communications Co., Ltd. 2025-12-01
主題:	Bell inequalities Financial crisis Causal model Market stress indicatord Event-based correlation
在線閱讀:	http://www.sciencedirect.com/science/article/pii/S2405918825000169