The Applications of Potential Functions in Finance: Some Empirical Results

Preface: My thesis mainly focuses on the applications of Bohmian mechanics in the domain of finance from the empirical aspect. In chapter 1, some agent-based herding models are carefully reviewed and we provide the possible link between the agent-based models and the quantum potential. Then we discuss the two types of potentials (that is, the classical and quantum potentials) in the financial market. We calculate the potentials and conduct the path simulations by using the data from the commodity and security markets. Finally, our discussion is extended to non-mainstream financial markets in the last chapter.