David Orrell

Systems Forecasting

Principal

Canada

http://www.systemsforecasting.com

  • Systems Forecasting

SCHOLARLY PAPERS

7

DOWNLOADS

1,447

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (7)

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1.

A Quantum Model of Supply and Demand

Orrell D (2020) A quantum model of supply and demand. Physica A: Statistical Mechanics and Its Applications 539: 122928.
Number of pages: 29 Posted: 30 Apr 2019 Last Revised: 28 Dec 2019
David Orrell
Systems Forecasting
Downloads 407 (112,755)
Citation 1

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quantum economics, quantum finance, quantum cognition

2.

Quantum Financial Entanglement: The Case of Strategic Default

Orrell D (2022) Quantum financial entanglement: The case of strategic default, in Chakraborti A et al. (eds.), Quantum Decision Theory and Complexity Modelling in Economics and Public Policy. Cham: Springer.
Number of pages: 21 Posted: 12 Jun 2019 Last Revised: 08 Jan 2022
David Orrell
Systems Forecasting
Downloads 373 (124,581)

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quantum social science, quantum economics, entanglement, mortgage default

3.

A Quantum Walk Model of Financial Options

Number of pages: 21 Posted: 17 Jan 2020 Last Revised: 06 Jul 2022
David Orrell
Systems Forecasting
Downloads 354 (131,946)

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financial options, quantum walk, quantum finance, quantum cognition, quantum computing

4.

Keep on Smiling: Market Imbalance, Option Pricing, and the Volatility Smile

Orrell D and Richards L (2023) Keep on smiling: Market imbalance, option pricing, and the volatility smile. Wilmott 2023(124): 58–64.
Number of pages: 19 Posted: 17 Sep 2022 Last Revised: 06 Mar 2023
David Orrell and Larry Richards
Systems Forecasting and Gammon Capital
Downloads 176 (262,994)

Abstract:

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financial options, implied volatility, stock markets, quantum economics, quantum finance

5.

Quantum Impact and the Supply-Demand Curve

Number of pages: 17 Posted: 10 May 2022 Last Revised: 11 Mar 2023
David Orrell
Systems Forecasting
Downloads 97 (411,566)

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quantum economics, quantum finance, supply and demand, price impact, entropic force, quantum harmonic oscillator

6.

A Quantum Oscillator Model of Stock Markets

Number of pages: 18 Posted: 12 Oct 2021 Last Revised: 27 Mar 2023
David Orrell
Systems Forecasting
Downloads 40 (640,715)

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quantum economics, quantum finance, quantum harmonic oscillator, quantum decision theory, entropic force, stock market

7.

A Quantum Theory of Money and Value

Orrell D (2016) A quantum theory of money and value. Economic Thought 5(2): 19–36.
Posted: 19 Jul 2015 Last Revised: 23 Feb 2020
David Orrell
Systems Forecasting

Abstract:

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money, quantum, cybercurrency