论文标题
股票市场的概率流和量子融资中自发对称性破坏
The probability flow in the Stock market and Spontaneous symmetry breaking in Quantum Finance
论文作者
论文摘要
如果我们以哈密顿式形式表达金融方程，则量子财务中的自发对称性破坏将股票市场中的Martingale条件视为真空状态。这种现象的原始分析完全忽略了潜在术语最小的邻里的动力学术语。在大多数情况下，这是正确的。但是，当我们处理Martingale条件时，动力学术语也可以作为潜在条款的行为，然后再现对真空的有效位置（Martingale）的转变。在本文中，我们分析了这些特殊情况下的有效对称性破坏模式和连接的真空变性。在同一情况下，我们分析了信息流与Martingale国家多样性之间的联系，以这种方式提供了强大的工具来分析股票市场的动态。
The Spontaneous Symmetry breaking in Quantum Finance considers the martingale condition in the stock market as a vacuum state if we express the financial equations in the Hamiltonian form. The original analysis for this phenomena ignores completely the kinetic terms in the neighborhood of the minimal of the potential terms. This is correct in most of the cases. However, when we deal with the Martingale condition, it comes out that the kinetic terms can also behave as potential terms and then reproduce a shift on the effective location of the vacuum (Martingale). In this paper we analyze the effective symmetry breaking patterns and the connected vacuum degeneracy for these special circumstances. Within the same scenario, we analyze the connection between the flow of information and the multiplicity of martingale states, providing in this way powerful tools for analyzing the dynamic of the stock market.
