Related papers: Fisher information and quantum mechanical models f…
We investigate the quantum parameter estimation in circuit quantum electrodynamics via dispersive measurement. Based on the Metropolis Hastings (MH) algorithm and the Markov chain Monte Carlo (MCMC) integration, a new algorithm is proposed…
The Fisher information matrix can be used to characterize the local geometry of the parameter space of neural networks. It elucidates insightful theories and useful tools to understand and optimize neural networks. Given its high…
This paper proposes an alternative approach for constructing invariant Jeffreys prior distributions tailored for hierarchical or multilevel models. In particular, our proposal is based on a flexible decomposition of the Fisher information…
Several concrete examples in quantum information are discussed to demonstrate the importance of proper modeling that relates the mathematical description to real-world applications. In particular, it is shown that some commonly accepted…
Quantum metrology is a rapidly developing branch of quantum technologies. While various theories have been established on quantum metrology for Markovian processes, i.e., quantum channel estimation, quantum metrology for non-Markovian…
Financial models do not merely analyse markets, but actively shape them. This effect, known as performativity, describes how financial theories and the subsequent actions based on them influence market processes, by creating self-fulfilling…
We consider the processing of statistical samples $X\sim P_\theta$ by a channel $p(y|x)$, and characterize how the statistical information from the samples for estimating the parameter $\theta\in\mathbb{R}^d$ can scale with the mutual…
We consider the estimation of parameters encoded in the measurement record of a continuously monitored quantum system in the jump unraveling, corresponding to a single-shot scenario, where information is continuously gathered. Here, it is…
The paper derives the dynamics of a financial market from basic mathematical principles. It models the market dynamics using independent stationary scalar diffusions, assumes the existence of its growth optimal portfolio (GOP), interprets…
A public decision-making problem consists of a set of issues, each with multiple possible alternatives, and a set of competing agents, each with a preferred alternative for each issue. We study adaptations of market economies to this…
Writing the article-Time independent pricing of options in range bound markets; the question in the title came naturally to my mind. It is stated, in the above article, that in certain market conditions the stock price is subjected to an…
Quantum generalizations of the Fisher information are important in quantum information science, with applications in high energy and condensed matter physics and in quantum estimation theory, machine learning, and optimization. One can…
This paper presents a new model for pricing financial derivatives subject to collateralization. It allows for collateral arrangements adhering to bankruptcy laws. As such, the model can back out the market price of a collateralized…
The problem of determining the intrinsic quality of a signal processing system with respect to the inference of an unknown deterministic parameter $\theta$ is considered. While the Fisher information measure $F(\theta)$ forms a classical…
The basis of arbitrage methods depends on the circulation of information within the framework of the financial market. Following the work of Modigliani and Miller, it has become a vital part of discussions related to the study of financial…
The tomographic picture of quantum mechanics has brought the description of quantum states closer to that of classical probability and statistics. On the other hand, the geometrical formulation of quantum mechanics introduces a metric…
One approach to the analysis of stochastic fluctuations in market prices is to model characteristics of investor behaviour and the complex interactions between market participants, with the aim of extracting consequences in the aggregate.…
Wave packet revivals and fractional revivals are studied by means of a measure of nonclassicality based on the Fisher information. In particular, we show that the spreading and the regeneration of initially Gaussian wave packets in a…
We propose a hybrid quantum-classical algorithm, originated from quantum chemistry, to price European and Asian options in the Black-Scholes model. Our approach is based on the equivalence between the pricing partial differential equation…
In this paper we briefly review two recent use-cases of quantum optimization algorithms applied to hard problems in finance and economy. Specifically, we discuss the prediction of financial crashes as well as dynamic portfolio optimization.…