XXVII Workshop on Geometric Methods in Physics 29.06-05.07.2008

Fabio Bagarello


Modelling stock markets through bosonic operators


In this talk we analyze stock markets in terms of some non commuting operators which are used to describe, in particular, the portfolios of the various traders and other "observable" quantities. After few introductory considerations, we discuss a model of closed market with an arbitrary number of traders and in which a single kind of share is exchanged. We discuss approximated solutions for the time evolution of the portfolio of each trader and possible extensions of the model.