Conformal symmetry in quantum finance

8th International Symposium on Quantum Theory and Symmetries

Romero, Juan M.^1 ; Miranda, Elio Martínez^2 ; Lavana, Ulises^1

Departamento de Matemáticas Aplicadas y Sistemas, Universidad Autónoma Metropolitana-Cuajimalpa, México, D.F 01120, Mexico^1

Facultad de Economía, Universidad Nacional Autónoma de México, México, D.F 04510, Mexico^2

关键词: Conformal symmetry;    Financial variables;    Hermitians;    Particle mass;    Quantum finances;    Relativistic particles;   

Others  :  https://iopscience.iop.org/article/10.1088/1742-6596/512/1/012029/pdf
DOI  :  10.1088/1742-6596/512/1/012029

来源: IOP

【 摘 要 】

The quantum finance symmetries are studied. In order to do this, the one dimensional free non-relativistic particle and its symmetries are revisited and the particle mass is identified as the inverse of square of the volatility. Furthermore, using financial variables, a Schrodinger algebra representation is constructed. In addition, it is shown that the operators of this last representation are not hermitian and not conserved.