{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,23]],"date-time":"2026-04-23T00:12:59Z","timestamp":1776903179392,"version":"3.51.2"},"reference-count":46,"publisher":"MDPI AG","issue":"7","license":[{"start":{"date-parts":[[2023,7,14]],"date-time":"2023-07-14T00:00:00Z","timestamp":1689292800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Entropy"],"abstract":"<jats:p>We have implemented quantum modeling mainly based on Bohmian mechanics to study time series that contain strong coupling between their events. Compared to time series with normal densities, such time series are associated with rare events. Hence, employing Gaussian statistics drastically underestimates the occurrence of their rare events. The central objective of this study was to investigate the effects of rare events in the probability densities of time series from the point of view of quantum measurements. For this purpose, we first model the non-Gaussian behavior of time series using the multifractal random walk (MRW) approach. Then, we examine the role of the key parameter of MRW, \u03bb, which controls the degree of non-Gaussianity, in quantum potentials derived for time series. Our Bohmian quantum analysis shows that the derived potential takes some negative values in high frequencies (its mean values), then substantially increases, and the value drops again for rare events. Thus, rare events can generate a potential barrier in the high-frequency region of the quantum potential, and the effect of such a barrier becomes prominent when the system transverses it. Finally, as an example of applying the quantum potential beyond the microscopic world, we compute quantum potentials for the S&amp;P financial market time series to verify the presence of rare events in the non-Gaussian densities and demonstrate deviation from the Gaussian case.<\/jats:p>","DOI":"10.3390\/e25071061","type":"journal-article","created":{"date-parts":[[2023,7,14]],"date-time":"2023-07-14T08:35:47Z","timestamp":1689323747000},"page":"1061","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Quantum Bohmian-Inspired Potential to Model Non\u2013Gaussian Time Series and Its Application in Financial Markets"],"prefix":"10.3390","volume":"25","author":[{"given":"Reza","family":"Hosseini","sequence":"first","affiliation":[{"name":"Department of Physics, Shahid Beheshti University, Evin, Tehran 1983969411, Iran"}]},{"given":"Samin","family":"Tajik","sequence":"additional","affiliation":[{"name":"Physics Department, Brock University, St. Catharines, ON L2S 3A1, Canada"}]},{"given":"Zahra","family":"Koohi Lai","sequence":"additional","affiliation":[{"name":"Department of Physics, Islamic Azad University, Firoozkooh Branch, Firoozkooh 3981838381, Iran"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-0690-3580","authenticated-orcid":false,"given":"Tayeb","family":"Jamali","sequence":"additional","affiliation":[{"name":"Porous Media Research Lab, Department of Geology, Kansas State University, Manhattan, KS 66506, USA"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-3852-0194","authenticated-orcid":false,"given":"Emmanuel","family":"Haven","sequence":"additional","affiliation":[{"name":"Faculty of Business Administration, Memorial University of Newfoundland, St. John\u2019s, NL A1C 5S7, Canada"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-0448-5549","authenticated-orcid":false,"given":"Reza","family":"Jafari","sequence":"additional","affiliation":[{"name":"Department of Physics, Shahid Beheshti University, Evin, Tehran 1983969411, Iran"},{"name":"Institute of Information Technology and Data Science, Irkutsk National Research Technical University, Lermontova St., 664074 Irkutsk, Russia"},{"name":"Center for Communications Technology, London Metropolitan University, London N7 8DB, UK"}]}],"member":"1968","published-online":{"date-parts":[[2023,7,14]]},"reference":[{"key":"ref_1","unstructured":"Baaquie, B.E. 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