An Analysis of the Schrodinger Equation Model for the Distribution Rate of Stock Returns

نویسندگان

چکیده

Quantum mechanics is a theory that describes the behavior of particles in microscopic world. If stock index can be considered an object on macro scale, then every micro-scale. The price analogous to being particle. This study aimed obtain density distribution returns. Modeling returns using Schrodinger equation model with assumption particle good delta potential function so as known. calculate expressed exponential distribution. return has higher kurtosis value than normal degree peak height data used PT. United Tractors Tbk. and Unilever Indonesia during 2013-2018. shows more stable average negligible risk loss

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ژورنال

عنوان ژورنال: Jurnal Ilmu Fisika (JIF)

سال: 2023

ISSN: ['2614-7386', '1979-4657']

DOI: https://doi.org/10.25077/jif.15.2.166-174.2023