A path integral based model for stocks and order dynamics
classification
💱 q-fin.CP
keywords
dynamicsmodelpricesstocksalgorithmappleapplicationassets
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We introduce a model for the short-term dynamics of financial assets based on an application to finance of quantum gauge theory, developing ideas of Ilinski. We present a numerical algorithm for the computation of the probability distribution of prices and compare the results with APPLE stocks prices and the S&P500 index.
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