Emmanuel Haven

Last updated
ISBN 978-0735410046
  • Quantum Social Science (Cambridge University Press) (2013) ISBN   978-1107012820
  • The Handbook of Post Crisis Financial Modelling (Palgrave MacMillan) Springer Nature (2015) ISBN   978-1137494498
  • Quantum Methods In Social Science: A First Course (World Scientific) (2017) ISBN   9781786342768
  • The Palgrave Handbook of Quantum Models in Social Science (Palgrave MacMillan Springer-Nature Handbook Series) (2017) ISBN   978-1137492760
  • Quantum Interaction: 7th International Conference, QI 2013, Leicester. Lecture Notes in Computer Science (Springer) (2014) ISBN   978-3642549434
  • Selected articles

    Related Research Articles

    Finance is the study and discipline of money, currency and capital assets. It is related to, but not synonymous with economics, which is the study of production, distribution, and consumption of goods and services; the discipline of financial economics bridges the two. Financial activities take place in financial systems at various scopes; thus, the field can be roughly divided into personal, corporate, and public finance.

    In physics, statistical mechanics is a mathematical framework that applies statistical methods and probability theory to large assemblies of microscopic entities. It does not assume or postulate any natural laws, but explains the macroscopic behavior of nature from the behavior of such ensembles.

    <span class="mw-page-title-main">Behavioral economics</span> Academic discipline

    Behavioral economics is the study of the psychological, cognitive, emotional, cultural and social factors involved in the decisions of individuals or institutions, and how these decisions deviate from those implied by classical economic theory.

    <span class="mw-page-title-main">Outline of academic disciplines</span> Overviews of and topical guides to academic disciplines

    The following outline is provided as an overview of and topical guide to academic disciplines:

    Stochastic refers to the property of being well-described by a random probability distribution. Although stochasticity and randomness are distinct in that the former refers to a modeling approach and the latter refers to phenomena themselves, these two terms are often used synonymously. Furthermore, in probability theory, the formal concept of a stochastic process is also referred to as a random process.

    Econophysics is a non-orthodox interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stochastic processes and nonlinear dynamics. Some of its application to the study of financial markets has also been termed statistical finance referring to its roots in statistical physics. Econophysics is closely related to social physics.

    Economic methodology is the study of methods, especially the scientific method, in relation to economics, including principles underlying economic reasoning. In contemporary English, 'methodology' may reference theoretical or systematic aspects of a method. Philosophy and economics also takes up methodology at the intersection of the two subjects.

    <span class="mw-page-title-main">Debashis Mukherjee</span> Indian theoretical chemist

    Debashis Mukherjee is a theoretical chemist, well known for his research in the fields of molecular many body theory, theoretical spectroscopy, finite temperature non-perturbative many body theories. Mukherjee has been the first to develop and implement a class of many-body methods for electronic structure which are now standard works in the field. These methods, collectively called multireference coupled cluster formalisms, are versatile and powerful methods for predicting with quantitative accuracy the energetics and cross-sections of a vast range of molecular excitations and ionization. A long-standing problem of guaranteeing proper scaling of energy for many electron wave-functions of arbitrary complexity has also been first resolved by him. He has also been the first to develop a rigorously size-extensive state-specific multi-reference coupled cluster formalism, and its perturbative counterpart which is getting increasingly recognized as a very promising methodological advance.

    <span class="mw-page-title-main">Applied mathematics</span> Application of mathematical methods to other fields

    Applied mathematics is the application of mathematical methods by different fields such as physics, engineering, medicine, biology, finance, business, computer science, and industry. Thus, applied mathematics is a combination of mathematical science and specialized knowledge. The term "applied mathematics" also describes the professional specialty in which mathematicians work on practical problems by formulating and studying mathematical models.

    Jean-Philippe Bouchaud is a French physicist. He is co-founder and chairman of Capital Fund Management (CFM), adjunct professor at École Normale Supérieure and co-director of the CFM-Imperial Institute of Quantitative Finance at Imperial College London. He is a member of the French Academy of Sciences, and held the Bettencourt Innovation Chair at Collège de France in 2020.

    <span class="mw-page-title-main">Sergio Albeverio</span> Swiss mathematician

    Sergio Albeverio is a Swiss mathematician and mathematical physicist working in numerous fields of mathematics and its applications. In particular he is known for his work in probability theory, analysis, mathematical physics, and in the areas algebra, geometry, number theory, as well as in applications, from natural to social-economic sciences.

    Quantum cognition is an emerging field which applies the mathematical formalism of quantum theory to model cognitive phenomena such as information processing by the human brain, language, decision making, human memory, concepts and conceptual reasoning, human judgment, and perception. The field clearly distinguishes itself from the quantum mind as it is not reliant on the hypothesis that there is something micro-physical quantum-mechanical about the brain. Quantum cognition is based on the quantum-like paradigm or generalized quantum paradigm or quantum structure paradigm that information processing by complex systems such as the brain, taking into account contextual dependence of information and probabilistic reasoning, can be mathematically described in the framework of quantum information and quantum probability theory.

    Quantum finance is an interdisciplinary research field, applying theories and methods developed by quantum physicists and economists in order to solve problems in finance. It is a branch of econophysics.

    Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets.

    Quantum economics is an emerging research field which applies mathematical methods and ideas from quantum physics to the field of economics. It is motivated by the belief that economic processes such as financial transactions have much in common with quantum processes, and can be appropriately modeled using the quantum formalism. It draws on techniques from the related areas of quantum finance and quantum cognition, and is a sub-field of quantum social science.

    Quantum social science is an emerging field of interdisciplinary research which draws parallels between quantum physics and the social sciences. Although there is no settled consensus on a single approach, a unifying theme is that, while the social sciences have long modelled themselves on mechanistic science, they can learn much from quantum ideas such as complementarity and entanglement. Some authors are motivated by quantum mind theories that the brain, and therefore human interactions, are literally based on quantum processes, while others are more interested in taking advantage of the quantum toolkit to simulate social behaviours which elude classical treatment. Quantum ideas have been particularly influential in psychology but are starting to affect other areas such as international relations and diplomacy in what one 2018 paper called a "quantum turn in the social sciences".

    Andrei Khrennikov is a Russian mathematical physicist. He is a Professor of Mathematics at the Linnaeus University in Växjö, Sweden. At Linnaeus University, he is the director of International Center for Mathematical Modeling and organizer of a conference series dedicated to foundations of quantum mechanics.

    References

    1. 1 2 3 "Emmanuel Haven - Memorial University".
    2. "Yaffle". mun.yaffle.ca.
    3. 1 2 "IQSA International Quantum Structures Association". www.vub.be.
    4. "Economics". De Gruyter.
    5. "International Center for Mathematical Modeling". Lnu.se.
    6. 1 2 "IQSCS — University of Leicester". www2.le.ac.uk.
    7. "JME | Journal of Mathematical Economics | Vol 78, Pages 1-198 (October 2018) | ScienceDirect.com by Elsevier". www.sciencedirect.com.
    8. Haven, Emmanuel; Sozzo, Sandro (December 1, 2017). "Foreword to the Special Issue "Quantum Structures – Leicester 2016"". International Journal of Theoretical Physics. 56 (12): 3717–3718. doi: 10.1007/s10773-017-3559-4 . hdl: 2381/40921 .
    9. "Journal of Mathematical Psychology | Quantum Probability and Contextuality in Psychology and Economics | ScienceDirect.com by Elsevier". www.sciencedirect.com.
    10. "Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences: Vol 374, No 2058". Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.
    11. "Physics goes social: How behaviour obeys quantum logic". New Scientist.
    12. Aerts, Diederik; Haven, Emmanuel; Sozzo, Sandro (June 1, 2018). "A proposal to extend expected utility in a quantum probabilistic framework". Economic Theory. 65 (4): 1079–1109. arXiv: 1612.08583 . doi:10.1007/s00199-017-1051-2. S2CID   253717769 via Springer Link.
    13. Haven, Emmanuel; Liu, Xiaoquan; Shen, Liya (October 1, 2012). "De-noising option prices with the wavelet method". European Journal of Operational Research. 222 (1): 104–112. doi:10.1016/j.ejor.2012.04.020 via ScienceDirect.
    14. Haven, Emmanuel; Liu, Xiaoquan; Ma, Chenghu; Shen, Liya (March 1, 2009). "Revealing the implied risk-neutral MGF from options: The wavelet method". Journal of Economic Dynamics and Control. 33 (3): 692–709. doi:10.1016/j.jedc.2008.09.001. hdl: 2381/4516 via ScienceDirect.
    15. "Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts".
    Emmanuel Haven
    Occupation(s)Academic, author and researcher
    Academic background
    EducationB.A., Economics
    M.A., Economics
    Ph.D., Finance
    Alma mater McGill University
    Concordia University