Authors: Yingqiong Gu
It is a hot topic about how to trade a stock/group of stocks in a non-news day. Author tries to design safe, profitable automated stock trading agents using evolutionary algorithms[2]. In quantum mechanics, perturbation theory[4] is a set of approximation schemes directly related to mathematical perturbation for describing a complicated quantum system in terms of a simpler one. The idea is to start with a simple system for which a mathematical solution is known, and add an additional "perturbing" Hamiltonian representing a weak disturbance to the system. If the disturbance is not too large, the various physical quantities associated with the perturbed system (e.g. its energy levels and Eigen states) can, from considerations of continuity, be expressed as 'corrections' to those of the simple system. These corrections, being 'small' compared to the size of the quantities themselves, can be calculated using approximate methods such as asymptotic series. The complicated system can therefore be studied based on knowledge of the simpler one. In Stock Market, for a non-news trading day, stock prices will mostly depend on the initial price at given time, and bid-ask spread.
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[v1] 2013-03-22 15:28:17
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