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Based on the analog between the stochastic dynamics and quantum harmonic oscillator, we propose a market force driving model to generalize the Black-Scholes model in finance market. We give new schemes of option pricing, in which we can…

Risk Management · Quantitative Finance 2026-01-05 Pengpeng Li , Shi-Dong Liang

We explore the notion of generated entropy in open quantum systems. We focus on the study of the discrete-time quantum walk on the line, from the entropy production perspective. We argue that the evolution of the coin can be modeled as an…

Quantum Physics · Physics 2020-04-13 Andrés Vallejo , Alejandro Romanelli , Raúl Donangelo , Renato Portugal

Information theory provides tools to predict the performance of a learning algorithm on a given dataset. For instance, the accuracy of learning an unknown parameter can be upper bounded by reducing the learning task to hypothesis testing…

Quantum Physics · Physics 2026-04-21 Evan Peters

Quantum information scrambling refers to the loss of local recoverability of quantum information, which has found widespread attention from high energy physics to quantum computing. In the present analysis we propose a possible starting…

Quantum Physics · Physics 2020-05-27 Akram Touil , Sebastian Deffner

Some quantum algorithms have "quantum speedups": improved time complexity as compared with the best-known classical algorithms for solving the same tasks. Can we understand what fuels these speedups from an entropic perspective? Information…

Quantum Physics · Physics 2024-11-07 Jason Pollack , Dylan VanAllen

The random matrix ensembles (RME), especially Gaussian random matrix ensembles GRME and Ginibre random matrix ensembles, are applied to following quantum systems: nuclear systems, molecular systems, and two-dimensional electron systems…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

A number of ideas and questions related to the construction of quantum processes are discussed. Quantum state extension, entanglement and asymptotic behaviour of the entropy are some of the issues explored. These topics are studied in more…

Quantum Physics · Physics 2017-08-23 Mark Fannes , Jeroen Wouters

Quantum information is a useful resource to set up information processing. Despite physical components are normally two-level systems, their combination with entangling interactions becomes in a complex dynamics. Studied for piecewise field…

Quantum Physics · Physics 2018-05-16 Francisco Delgado , Suset Rodriguez

Parametric fluctuations or stochastic signals are introduced into the control pulse sequence to investigate the feasibility of random control over quantum open systems. In a large parameter error region, the out-of-order control pulses work…

Quantum Physics · Physics 2014-09-19 Jun Jing , C. Allen Bishop , Lian-Ao Wu

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

Mathematical models are an essential component of quantitative science. They generate predictions about the future, based on information available in the present. In the spirit of Occam's razor, simpler is better; should two models make…

Quantum Physics · Physics 2012-04-03 Mile Gu , Karoline Wiesner , Elisabeth Rieper , Vlatko Vedral

The emergence of quantum technologies has brought much attention to the characterization of quantum resources as well as the classical simulatability of quantum processes. Quantum resources, as quantified by non-stabilizerness, have in one…

Quantum Physics · Physics 2024-08-13 Arash Ahmadi , Jonas Helsen , Cagan Karaca , Eliska Greplova

Controlling dynamical fluctuations in open quantum systems is essential both for our comprehension of quantum nonequilibrium behaviour and for its possible application in near-term quantum technologies. However, understanding these…

Statistical Mechanics · Physics 2020-10-07 Federico Carollo , Carlos Pérez-Espigares

We consider how randomness can be made to play a useful role in quantum information processing - in particular, for decoherence control and the implementation of quantum algorithms. For a two-level system in which the decoherence channel is…

Quantum Physics · Physics 2007-05-23 Chiu Fan Lee , Neil F. Johnson

In terms of transfer entropy, we investigated the strength and the direction of information transfer in the US stock market. Through the directionality of the information transfer, the more influential company between the correlated ones…

Physics and Society · Physics 2008-12-02 Seung Ki Baek , Woo-Sung Jung , Okyu Kwon , Hie-Tae Moon

In this paper, making use of recent statistical physics techniques and models, we address the specific role of randomness in financial markets, both at the micro and the macro level. In particular, we review some recent results obtained…

General Finance · Quantitative Finance 2014-10-31 Alessio Emanuele Biondo , Alessandro Pluchino , Andrea Rapisarda

Information plays an important role in our understanding of the physical world. We hence propose an entropic measure of information for any physical theory that admits systems, states and measurements. In the quantum and classical world,…

Quantum Physics · Physics 2010-05-04 Anthony J. Short , Stephanie Wehner

By defining information entropy in terms of probabilities densities $|\Psi|^2$ ($\Psi$ is a wave function in the coordinate representation) it is explicitly shown how a loss of quantum information occurs in a transition from a quantum to a…

Quantum Physics · Physics 2007-05-23 Alex Granik

The aim of this review is to highlight the possibility to apply the mathematical formalism and methodology of quantum theory to model behaviour of complex biosystems, from genomes and proteins to animals, humans, ecological and social…

Quantum Physics · Physics 2023-11-28 Andrei Khrennikov

Fundamental limits on the controllability of quantum mechanical systems are discussed in the light of quantum information theory. It is shown that the amount of entropy-reduction that can be extracted from a quantum system by feedback…

Quantum Physics · Physics 2016-09-08 Shiro Kawabata
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