محفوظ في:
| المؤلفون الرئيسيون: | , , , , , , , |
|---|---|
| التنسيق: | Preprint |
| منشور في: |
2026
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://arxiv.org/abs/2602.06367 |
| الوسوم: |
إضافة وسم
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جدول المحتويات:
- Speculative trading can drive pronounced market instabilities, yet existing regulatory and macroprudential tools intervene only after such dynamics emerge. Quantum technologies offer a fundamentally new means of shaping economic behavior by introducing non-classical correlations between decision-makers. Here we demonstrate a prototype quantum stock market in which entanglement between traders' valuations mitigates the runaway devaluation characteristic of speculative busts. Using reinforcement-learning agents trading a single commodity, we show that replacing classical valuations with quantum-correlated qubit-encoded valuations stabilizes prices and increases the AI traders' net worth relative to a classical market, where instead agents rapidly converge to liquidation strategies that collapse the asset value. To explain this behavior, we formulate and analyze a quantized version of the $p$-guessing game, a canonical model of speculative dynamics. Quantum entanglement and phase coherence reshape the strategic landscape, eliminating the pathological pure-strategy Nash equilibrium that drives market collapse in the classical game, while mixed-strategy equilibria remain non-degenerate and avoid bust-type outcomes. These results identify quantum correlations as a novel, endogenous mechanism for market stabilization and, more broadly, demonstrate the utility of multi-agent reinforcement learning algorithms for uncovering optimal strategies in complex decision-making frameworks with quantum degrees of freedom.