On modeling stock prices using quantum wave interference

In recent years, there has been a growing interest in modeling financial risks using the mathematical description of quantum mechanics. In this note, we propose a simplistic model of stock prices originating from the interference between quantum states that represent the initial and final states of the investors. In this way, we can produce a model that fits data of standard stock prices, which contains buying and selling time periods based on Gaussian states. We then show how the proposed approach allows us to reformulate the problem of fitting a model to the financial data into an instability problem of the dynamical systems.