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Hilbert Space Models Commodity Exchanges

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Quantum Interaction (QI 2009)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 5494))

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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.

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Author information

Authors and Affiliations

  1. Dept Computing Science, University of Glasgow, UK

    Paul Cockshott

Authors
  1. Paul Cockshott
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Editor information

Editors and Affiliations

  1. Faculty of Science and Technology, Queensland University of Technology, GPO Box 2434, 4001, Brisbane, Australia

    Peter Bruza

  2. Naval Research Laboratory, Navy Center for Applied Research in Artificial Intelligence, 4555 Overlook Avenue S.W, DC 20375, Washington, USA

    Donald Sofge

  3. Paine College, 1235 15th Street, P.O. Box, GA 30901-3182, Augusta, USA

    William Lawless

  4. Department of Computing Science, University of Glasgow, 17 Lilybank Gardens, G12 8QQ, Glasgow, UK

    Keith van Rijsbergen

  5. German Research Center for Artificial Intelligence, Stuhlsatzenhausweg 3, 66123, Saarbrücken, Germany

    Matthias Klusch

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© 2009 Springer-Verlag Berlin Heidelberg

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Cockshott, P. (2009). Hilbert Space Models Commodity Exchanges. In: Bruza, P., Sofge, D., Lawless, W., van Rijsbergen, K., Klusch, M. (eds) Quantum Interaction. QI 2009. Lecture Notes in Computer Science(), vol 5494. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-00834-4_25

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  • DOI: https://doi.org/10.1007/978-3-642-00834-4_25

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00833-7

  • Online ISBN: 978-3-642-00834-4

  • eBook Packages: Computer ScienceComputer Science (R0)

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