Emmanuel E. Haven

Available identifiers

zbMath Open haven.emmanuel-eWikidataQ89130099 ScholiaQ89130099MaRDI QIDQ231695

List of research outcomes

Publication	Date of Publication	Type
Arrondir le cercle...	2020-10-16	Paper
Quantum generalized observables framework for psychological data: a case of preference reversals in US elections	2018-12-12	Paper
A model of adaptive decision-making from representation of information environment by quantum fields	2018-12-12	Paper
First results on applying a non-linear effect formalism to alliances between political parties and buy and sell dynamics	2018-11-13	Paper
A quantum-probabilistic paradigm: non-consequential reasoning and state dependence in investment choice	2018-10-26	Paper
The role of information in a two-traders market	2018-09-20	Paper
A proposal to extend expected utility in a quantum probabilistic framework	2018-07-27	Paper
A Brief Introduction to Quantum Formalism	2018-04-23	Paper
Voters’ Preferences in a Quantum Framework	2018-04-23	Paper
Foreword to the special issue ``Quantum structures -- Leicester 2016	2018-02-05	Paper
The use of action functionals within the quantum-like paradigm	2017-10-13	Paper
Quantum probability and the mathematical modelling of decision-making	2017-01-13	Paper
Links between fluid mechanics and quantum mechanics: a model for information in economics?	2017-01-13	Paper
Statistical and subjective interpretations of probability in quantum-like models of cognition and decision making	2016-11-01	Paper
Quantization and quantum-like phenomena: a number amplitude approach	2016-01-13	Paper
Potential functions and the characterization of economics-based information	2015-11-12	Paper
Towards a formalization of a two traders market with information exchange	2014-12-30	Paper
Quantum-like tunnelling and levels of arbitrage	2014-01-29	Paper
De-noising option prices with the wavelet method	2012-12-29	Paper
Itô's Lemma with quantum calculus (\(q\)-calculus): some implications	2011-04-06	Paper
Quantum experimental data in psychology and economics	2011-01-12	Paper
The Blackwell and Dubins theorem and Rényi's amount of information measure: Some applications	2010-05-26	Paper
Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts	2009-12-11	Paper
The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: the case of the IN/GB method	2009-12-07	Paper
Revealing the implied risk-neutral MGF from options: the wavelet method	2009-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q5324435	2009-08-03	Paper
Quantum Calculus (q-Calculus) and Option Pricing: A Brief Introduction	2009-03-26	Paper
Information in asset pricing: a wave function approach	2009-03-03	Paper
Private information and the `Information function': A survey of possible uses	2008-06-11	Paper
The variation of financial arbitrage via the use of an information wave function	2008-04-21	Paper
https://portal.mardi4nfdi.de/entity/Q5435571	2008-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q3426503	2007-03-09	Paper
Pilot-wave theory and financial option pricing	2006-08-14	Paper
Analytical solutions to the backward Kolmogorov PDE via an adiabatic approximation to the Schrödinger PDE	2005-10-24	Paper
The financial relevance of fuzzy stochastic dominance: a brief note	2005-08-05	Paper
Emergence of fuzzy preferences for risk in a Birkhoff-von Neumann logics environment	2005-06-13	Paper
OPTIMAL INVESTMENT STRATEGY VIA INTERVAL ARITHMETIC	2005-05-06	Paper
A Black-Scholes Schrödinger option price: `bit' versus `qubit'	2003-05-21	Paper
https://portal.mardi4nfdi.de/entity/Q4544897	2002-08-05	Paper
Fuzzy interval and semi-orders	2002-07-03	Paper
A discussion on embedding the Black-Scholes option pricing model in a quantum physics setting	2002-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q2741089	2001-09-09	Paper

Research outcomes over time

Doctoral students

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