CALIBRATION OF QUANTUM HARMONIC OSCILLATOR AS A STOCK RETURN DISTRIBUTION MODEL ON THE INDEX OF NSEI
Journal: INTERNATIONAL JOURNAL OF ENGINEERING SCIENCE TECHNOLOGIES (Vol.6, No. 6)Publication Date: 2022-12-31
Authors : Atman Bhatt; Ravi Gor;
Page : 28-35
Keywords : Quantum Harmonic Oscillator; Gaussian Distribution; Non-Gaussian Properties; Eigen-State; Eigen-Energy; Angular Frequency; Schrodinger Equation; Stock Return Distribution;
Abstract
Stock returns have a mixed distribution, which describes Gaussian and non-Gaussian characteristics of the stock return distribution, according to the solution of the Schrodinger equation for the quantum harmonic oscillator. As a model for the market force, A quantum harmonic oscillator which uses a stock return from short-run oscillations to long-run equilibrium will be suggested. We will calculate fitting errors and goodness of fit statistics by analysing the All-Share Index of the National Stock Exchange of India.
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