Analysis of Stock,, Gold, and Foreign Exchange markets in Iran: An experimental approach to quantum

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Zare Maryam; Zare Hashem; Ebrahimi Mehrzad; Haghighat Ali

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: JOURNAL OF SECURITIES EXCHANGE Year:2023 | Volume:16 | Issue:61 Page(s): 91-112

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Title

Analysis of Stock,, Gold, and Foreign Exchange markets in Iran: An experimental approach to quantum

Author(s)

Zare Maryam | Zare Hashem | Ebrahimi Mehrzad | Haghighat Ali | Issue Writer Certificate

Keywords

Econophysics

Quantum

Financial markets

Abstract

Price fluctuation patterns in Financial markets and analysis of price fluctuations have always received attention. Thus, the accuracy of the system used for analysis is very important. For more than two decades, Econophysics has been using Quantum physics and Schrodinger functions to address price fluctuations, confirming the need for the development of a common framework. This study analyzed the daily data from Stock, Gold, and Foreign Exchange markets in Iran from 2013 to 2022. Following the total Stock index and the price of the full Bahar Azadi coin from the Gold market and the unofficial Dollar rate from the Foreign Exchange market, the relevant Schrödinger equation was obtained using the financial Quantum approach and the Hamiltonian operator. Then, the wave function was solved. Finally, the graphs for the distribution and average rate of return in each market were plotted and compared. The results showed that the Stock market has the lowest level of risk compared to other markets and the Gold market has the highest risk. Thus, the probability of fluctuations and crises in the Gold market is higher and in the Stock market is lower than in other markets. This implies a higher level of transparency in the Stock market compared to the other two markets.

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