A Non-Stochastic Special Model of Risk Based on Radon Transform.

The concept of risk is fundamental in various scientific fields, including physics, biology and engineering, and is crucial for the study of complex systems, especially financial markets. In our research, we introduce a novel risk model that has a natural transactional-financial interpretation. In our approach, the risk of holding a financial instrument is related to the measure of the possibility of its loss.

Transactional Interpretation and the Generalized Poisson Distribution.

The aim of this paper is to study the quantum-like approach to the description of the market in the context of the principle of minimum Fisher information. We wish to investigate the validity of using squeezed coherent states as market strategies. For this purpose, we focus on the representation of any squeezed coherent state with respect to the basis of the eigenvectors of the observable of market risk.

Transactional Interpretation for the Principle of Minimum Fisher Information.

The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can be applied to transaction processes, the dynamics of which can be interpreted as the market tendency to minimize the information revealed about itself. More information involves higher costs (information is physical).