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An Invitation to Quantum Econometrics

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Econometrics for Financial Applications (ECONVN 2018)

Part of the book series: Studies in Computational Intelligence ((SCI,volume 760))

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Abstract

We elaborate on the possibility to considering quantum probability calculus to improve statistical methods in economics in general, and in quantitative finance, in particular. A tutorial on the analogy between quantum mechanics and models in econometrics, using Kolmogorov probability theory, is given. Several research issues are mentioned.

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Author information

Authors and Affiliations

  1. New Mexico State University, Las Cruces, NM, USA

    Hung T. Nguyen

  2. Chiang Mai University, Chiang Mai, Thailand

    Hung T. Nguyen

  3. Banking University, Ho-Chi-Minh City, Vietnam

    Le Si Dong

Authors
  1. Hung T. Nguyen
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  2. Le Si Dong
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Corresponding author

Correspondence to Hung T. Nguyen .

Editor information

Editors and Affiliations

  1. Banking University HCMC, Ho Chi Minh City, Vietnam

    Ly H. Anh

  2. Banking University HCMC, Ho Chi Minh City, Vietnam

    Le Si Dong

  3. Computer Science Department, University of Texas at El Paso, El Paso, Texas, USA

    Vladik Kreinovich

  4. Banking University HCMC, Ho Chi Minh City, Vietnam

    Nguyen Ngoc Thach

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Nguyen, H.T., Dong, L.S. (2018). An Invitation to Quantum Econometrics. In: Anh, L., Dong, L., Kreinovich, V., Thach, N. (eds) Econometrics for Financial Applications. ECONVN 2018. Studies in Computational Intelligence, vol 760. Springer, Cham. https://doi.org/10.1007/978-3-319-73150-6_3

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  • DOI: https://doi.org/10.1007/978-3-319-73150-6_3

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-73149-0

  • Online ISBN: 978-3-319-73150-6

  • eBook Packages: EngineeringEngineering (R0)

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