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No. Not only because there's not a single piece of reliable evidence (like most people pointed out here), but more importantly because there's also no logical explanation of how they could physically exist. People used to believe in ghosts because the common idea was still that humans have a 'soul' that exists independently from the material body, but now we understand more and more how our thoughts are simply formed by chemical processes in our brain.

Something that's also become more and more clear, is that our senses are extremely unreliable. It can be very difficult for people to accept that, even when they're obviously wrong. There are cases of people who were genuinely convinced that they saw the lights of a UFO right before a crop circle was made, even when the crop circle was later confirmed to be manmade. I personally saw a bear in my garden a few years ago, despite living more than 1000km from their natural habitat.