Cockshott, W.P. (2009) Hilbert space models commodity exchanges. In: Bruza, P., Sofge, D., Lawless, W., van Rijsbergen, K. and Klusch, M. (eds.) Quantum Interaction Third International Symposium, QI 2009, Saarbrücken, Germany, March 25-27, 2009. Proceedings. Series: Lecture notes in computer science, 5494 (5494). Springer-Verlag, pp. 299-307. ISBN 9783642008337 (doi: 10.1007/978-3-642-00834-4_25)
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Publisher's URL: http://www.springerlink.com/content/n00531gj73n8v874/
Abstract
It is argued that the vector space measures used to measure closeness of market prices to predictors for market prices are invalid because of the observed metric of commodity space. An alternative representation in Hilbert space within which such measures do apply is proposed. It is shown that commodity exchanges can be modeled by the application of unitary operators to this space.
Item Type: | Book Sections |
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Keywords: | Metric space |
Status: | Published |
Glasgow Author(s) Enlighten ID: | Cockshott, Dr William |
Authors: | Cockshott, W.P. |
Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
College/School: | College of Science and Engineering > School of Computing Science |
Publisher: | Springer-Verlag |
ISBN: | 9783642008337 |
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