An invitation to quantum econometrics
© 2018, Springer International Publishing AG. We elaborate on the possibility to considering quantum probability calculus to improve statistical methods in economics in general, and in quantitative finance, in particular. A tutorial on the analogy between quantum mechanics and models in econometrics...
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| Main Authors: | , |
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| Format: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038876242&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58590 |
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| Institution: | Chiang Mai University |
| Summary: | © 2018, Springer International Publishing AG. We elaborate on the possibility to considering quantum probability calculus to improve statistical methods in economics in general, and in quantitative finance, in particular. A tutorial on the analogy between quantum mechanics and models in econometrics, using Kolmogorov probability theory, is given. Several research issues are mentioned. |
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