Metadata language
Książka = Book ; KS/3/2015/T5P08
Creator: Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:[3], 149-166 stron ; 21 cm ; Bibliografia s. 165-166
Type of object: Abstract:Heisenberg uncertainty principle is defined for the economic world. We want to find out why there are difficulties in forecasting stock and option prices at the basis of historical data. We will consider stochastic noise that is determined by human based psychological inclinations. As a improvement of our last, linear based Schr¨odinger model, we would like to propose new model based on nonlinear Schr¨odinger equation. Model was calibrated using market data. Calibration was performed using Levenberg-Marquardt algorithm.
Relation: Resource type: Detailed Resource Type: Source: Language: Language of abstract: Rights:Licencja Creative Commons Uznanie autorstwa 4.0
Terms of use:Zasób chroniony prawem autorskim. [CC BY 4.0 Międzynarodowe] Korzystanie dozwolone zgodnie z licencją Creative Commons Uznanie autorstwa 4.0, której pełne postanowienia dostępne są pod adresem: ; -
Digitizing institution:Instytut Badań Systemowych Polskiej Akademii Nauk
Original in:Biblioteka Instytutu Badań Systemowych PAN
Projects co-financed by: Access: