  We analyze complexity of financial (and general economic) processes by
comparing classical and quantum-like models for randomness. Our analysis
implies that it might be that a quantum-like probabilistic description is more
natural for financial market than the classical one. A part of our analysis is
devoted to study the possibility of application of the quantum probabilistic
model to agents of financial market. We show that, although the direct quantum
(physical) reduction (based on using the scales of quantum mechanics) is
meaningless, one may apply so called quantum-like models. In our approach
quantum-like probabilistic behaviour is a consequence of contextualy of
statistical data in finances (and economics in general). However, our
hypothesis on "quantumness" of financial data should be tested experimentally
(as opposed to the conventional description based on the noncontextual
classical probabilistic approach). We present a new statistical test based on a
generalization of the well known in quantum physics Bell's inequality.
