An Invitation to Quantum Econometrics

  • Hung T. Nguyen
  • Le Si Dong
Conference paper
Part of the Studies in Computational Intelligence book series (SCI, volume 760)


We elaborate on the possibility to considering quantum probability calculus to improve statistical methods in economics in general, and in quantitative finance, in particular. A tutorial on the analogy between quantum mechanics and models in econometrics, using Kolmogorov probability theory, is given. Several research issues are mentioned.


Density matrix Hilbert spaces Kolmogorov probability calculus Observables Quantum finance Quantum mechanics Quantum probability Schrodinger wave equation Self adjoint operators Spectral measures 


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Copyright information

© Springer International Publishing AG 2018

Authors and Affiliations

  1. 1.New Mexico State UniversityLas CrucesUSA
  2. 2.Chiang Mai UniversityChiang MaiThailand
  3. 3.Banking UniversityHo-Chi-Minh CityVietnam

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