Related papers: Quantum Prisoner's Dilemma and High Frequency Trad…
We use the example of playing a 2-player game with entangled quantum objects to investigate the effect of quantum correlation. We find that for simple game scenarios it is classical correlation that is the central feature and that these…
Quantum game theory is a multidisciplinary field which combines quantum mechanics with game theory by introducing non-classical resources such as entanglement, quantum operations and quantum measurement. By transferring two-player-two…
Quantitative trading is an integral part of financial markets with high calculation speed requirements, while no quantum algorithms have been introduced into this field yet. We propose quantum algorithms for high-frequency statistical…
Quantum computing is a promising paradigm to solve computationally intractable problems. Various companies such as, IBM, Rigetti and D-Wave offer quantum computers using a cloud-based platform that possess several interesting features.…
A number of recent studies have focused on novel features in game theory when the games are played using quantum mechanical toolbox (entanglement, unitary operators, measurement). Researchers have concentrated in two-player-two strategy,…
We propose an implementation of the algorithm for the fast Fourier transform (FFT) as a quantum circuit consisting of a combination of some quantum gates. In our implementation, a data sequence is expressed by a tensor product of vector…
Classical game theory is a powerful tool focusing on optimized resource distribution, allocation and sharing in classical wired and wireless networks. As quantum networks are emerging as a means of providing true connectivity between…
We propose a framework to study optimal trading policies in a one-tick pro-rata limit order book, as typically arises in short-term interest rate futures contracts. The high-frequency trader has the choice to trade via market orders or…
A new representation of Game Theory is developed in this paper. State of players is represented by a density matrix, and payoff function is a set of hermitian operators, which when applied onto the density matrix give the payoff of players.…
We introduce an explicit construction for a key distribution protocol in the Quantum Computational Timelock (QCT) security model, where one assumes that computationally secure encryption may only be broken after a time much longer than the…
Despite the successes of recent works in quantum reinforcement learning, there are still severe limitations on its applications due to the challenge of encoding large observation spaces into quantum systems. To address this challenge, we…
Quantum game theory, whatever opinions may be held due to its abstract physical formalism, have already found various applications even outside the orthodox physics domain. In this paper we introduce the concept of a quantum auction, its…
Quantum games have gained much popularity in the last two decades. Many of these quantum games are a redefinition of iconic classical games to fit the quantum world, and they gain many different properties and solutions in this different…
Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement…
We consider a stochastic game between a slow institutional investor and a high-frequency trader who are trading a risky asset and their aggregated order-flow impacts the asset price. We model this system by means of two coupled stochastic…
This paper presents a new financial market simulator that may be used as a tool in both industry and academia for research in market microstructure. It allows multiple automated traders and/or researchers to simultaneously connect to an…
Quantum telepathy is the concept of using quantum entanglement to solve real-world problems involving decision coordination between parties with restricted communication. One possible reason for this restriction is a latency constraint:…
Quantum generalizations of conventional games broaden the range of available strategies, which can help improve outcomes for the participants. With many players, such quantum games can involve entanglement among many states which is…
Using the representation introduced in our another paper\cite{frame}, the well-known Quantum Prisoner's Dilemma proposed in \cite{jens}, is reexpressed and calculated. By this example and the works in \cite{frame} on classical games and…
Data sharing issues pervade online social and economic environments. To foster social progress, it is important to develop models of the interaction between data producers and consumers that can promote the rise of cooperation between the…