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Quantum Bohmian Inspired Potential to Model Non-Gaussian Events and the Application in Financial Markets
Using the framework of quantum mechanics, we then examine the role of $\lambda$ in quantum potentials derived for these time series.
Analysis of the Global Banking Network by Random Matrix Theory
Also, by considering the collective behavior of the system and comparing it with the shuffled one, we can see that this network obtains a specific structure.
Mapping Coupled Time-series Onto Complex Network
In order to extract hidden joint information from two possibly uncorrelated time-series, we explored the measures of network science.
Scaling Features of Price-Volume Cross-Correlation
To explore the influence of investment size (trading volume), price-wise (gain/loss), and time-scale effects, we analyzed the price and trading volume and their coupling by applying the MF-DXA method.
The Dutch's Real World Financial Institute: Introducing Quantum-Like Bayesian Networks as an Alternative Model to deal with Uncertainty
In this work, we analyse and model a real life financial loan application belonging to a sample bank in the Netherlands.
