Over the past two decades, some scholars have noticed the correlation between quantum mechanics and finance/economy, making some novel attempts to introduce the theoretical framework of quantum mechanics into financial and economic research, subsequently a new research domain called quantum finance or quantum economy was set up. In particular, some studies have made their endeavour in the stock market, utilizing the quantum mechanical paradigm to describe the movement of stock price. Nevertheless, the majority of researches have paid attention to describing the motion of a single stock, and drawn an analogy between the motion of a single stock and a one-dimensional infinite well, or one-dimensional harmonic oscillator model, whose modality looks alike to the one-electron Schr\"odinger equation, in which the information is solved analytically in most cases. Hitherto, the whole stock market system composed of all stocks and stock indexes have not been discussed. In this paper, the concept of stock molecular system is first proposed with pioneer. The modality of stock molecular system resembles the multi-electrons Schr\"odinger equation with Born-Oppenheimer approximation. Similar to the interaction among all nuclei and electrons in a molecule, the interaction exist among all stock indexes and stocks. This paper also establish the stock-index Coulomb potential, stock-index Coulomb potential, stock-stock Coulomb potential and stock coulomb correlation terms by statistical theory. At length, the conceive and feasibility of drawing upon density functional theory (DFT) to solve the Schr\"odinger equation of stock molecular system are put forward together with proof, ending up with experiments executed in CSI 300 index system.
翻译:过去二十年间,部分学者注意到量子力学与金融/经济学之间的关联性,尝试将量子力学理论框架引入金融与经济研究领域,由此开创了量子金融或量子经济学这一新兴研究方向。特别地,针对股票市场的研究中,已有人运用量子力学范式描述股票价格运动。然而,现有研究多聚焦于单只股票的运动,将其运动方式类比为一维无限深势阱或一维谐振子模型——这些模型类似于单电子薛定谔方程,且多数情形下可求得解析解。迄今为止,由所有股票及股指构成的完整股票市场系统尚未被系统探讨。本文首次开创性地提出股票分子系统概念,其形态类似于采用玻恩-奥本海默近似的多电子薛定谔方程。与分子中原子核与电子间的相互作用相仿,股票市场中所有股指与股票间亦存在相互作用。本文还通过统计理论建立了股指-股指库仑势、股指-股票库仑势、股票-股票库仑势及股票库仑关联项。最终,本文提出并论证了运用密度泛函理论(DFT)求解股票分子系统薛定谔方程的构想与可行性,并在沪深300指数系统中完成了实验验证。