Quantum Financial Economics - Risk And Returns

Financial volatility risk is addressed through a multiple round evolutionary quantum game equilibrium leading to Multifractal Self-Organized Criticality (MSOC) in the financial returns and in the risk dynamics. The model is simulated and the results are compared with financial volatility data. The development of quantum game theory has led to the expansion of Quantum Financial Economics (QFE), as an attempt to understand and explain financial systems and processes, in particular, the problem of Multi-fractal Self-Organized Criticality (MSOC) in financial returns.

Provided by: Lisbon University Topic: CXO Date Added: Jul 2011 Format: PDF

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