Open quantum system models of financial markets conserve off-diagonal orbit sums, settle into Toeplitz attractors, and converge to the same maximum-entropy state more slowly under non-classical diffusion than under classical diffusion.
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Modelling Financial Market Imperfection Using Open Quantum Systems
Open quantum system models of financial markets conserve off-diagonal orbit sums, settle into Toeplitz attractors, and converge to the same maximum-entropy state more slowly under non-classical diffusion than under classical diffusion.