Buch | Kapitel
Hilbert space models commodity exchanges
pp. 299-307
Abstrakt
It is argued that the vector space measures used to measure closeness of market prices to predictors for market prices are invalid because of the observed metric of commodity space. An alternative representation in Hilbert space within which such measures do apply is proposed. It is shown that commodity exchanges can be modeled by the application of unitary operators to this space.
Publication details
Published in:
Bruza Peter, Sofge Donald A., Lawless William F. (2009) Quantum interaction: Third international symposium, Qi 2009, Saarbrücken, Germany, March 25-27, 2009. Dordrecht, Springer.
Seiten: 299-307
DOI: 10.1007/978-3-642-00834-4_25
Referenz:
Cockshott Paul (2009) „Hilbert space models commodity exchanges“, In: P. Bruza, D. A. Sofge & W. F. Lawless (eds.), Quantum interaction, Dordrecht, Springer, 299–307.