A New Approach to the Relatively High Probability of a Crisis In the Financial Markets Explanation

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Abstract


In this paper we propose a model, which is based on the hypothesis of a quantum nature of the impact of information on the financial markets. It is shown that pricing emissions are expected to be real in the information-rich, volatile financial markets. Numerous works carried out by financial analysts as well as mathematicians were devoted to the problem of research of causes of financial markets crashes and the methods of this crashes predictions. The topic itself sometimes provokes spectacular statements and conclusions, often without any convincing reason. However, in recent years there were a number of serious approaches that allowed to obtain encouraging results. Most of them, in one way or the other are connected with econophysics - economics, related to physics. Our research, developing surprising aspect of the problem, belongs to this trend.

About the authors

V P Semenov

Russian State University of Economics. G.V. Plekhanov

Department of Mathematics

S V Kopylov

MAMI Moscow State Engineering University

Email: KopSV@mail.ru
Department of Physics

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Copyright (c) 2015 Семёнов В.П., Копылов С.В.

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