arXiv subjects

Jian-Wei Zhang

Publications and source records attributed to Jian-Wei Zhang.

20 records · Page 2Linked to original sources

arXiv2014

Quantum spatial-periodic harmonic model for daily price-limited stock markets

We investigate the behavior of stocks in daily price-limited stock markets by purposing a quantum spatial-periodic harmonic model. The stock price is presumed to oscillate and damp in a quantum spatial-periodic harmonic oscillator potential well. Complicated non-linear relations including inter-band positive correlation and intra-band negative correlation between the volatility and the trading volume of stocks are derived by considering the energy band structure of the model. The validity of price limitation is then examined and abnormal phenomena of a price-limited stock market (Shanghai Stock Exchange) of China are studied by applying our quantum model.

q-fin.GN↗

arXiv2012

Time-convolutionless non-Markovian master equation in strong-coupling regime

The time-convolutionless (TCL) non-Markovian master equation was generally thought to break down at finite time due to its singularity and fail to produce the asymptotic behavior in strong coupling regime. However, in this paper, we show that the singularity is not an obstacle for validity of the TCL master equation. Further, we propose a multiscale perturbative method valid for solving the TCL master equation in strong coupling regime, though the ordinary perturbative method invalidates therein.

quant-ph↗