摘要
基于量子力学的基本假设,对Zhang和Huang提出的股票市场量子模型进行了改进,构建新的股票市场的哈密顿函数。通过求解相应的薛定谔方程,得到描述股票收益率的波函数。从理论上验证了在中国股票市场上,股票的价格受到市场信息的影响,因利好信息而升高,因不利信息而下降。
Based on several basic hypotheses of quantum mechanics, we improve the quantum model of stock market proposed by Zhang and Huang by developing a new Hamiltonian of the stock market. By solving the Scbxodinger equation, we get the wave function which describes the state of rate of return. Theoretically, we show that the stock price in China will fluctuate with the effect of the changing market information. The stock price will rise for advantages and will decline for disadvantages.
出处
《井冈山大学学报（自然科学版）》
2012年第5期18-21,共4页
Journal of Jinggangshan University (Natural Science)
基金
河南省科技厅软科学项目(102400450003)
河南省教育厅软科学项目(12B110030)
关键词
量子金融
股票市场
股票价格
收益率
波函数
quantum finance
stock market
stock price
rate of return
wave function
