Hilbert Space Models Commodity Exchanges

  • Authors:

  • Paul Cockshott

  • Affiliations:

  • Dept Computing Science, University of Glasgow,

  • Venue:
  • QI '09 Proceedings of the 3rd International Symposium on Quantum Interaction
  • Year:
  • 2009

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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.