Related papers: Modelling Financial Market Imperfection Using Open…
Financial time-series forecasting remains a challenging task due to complex temporal dependencies and market fluctuations. This study explores the potential of hybrid quantum-classical approaches to assist in financial trend prediction by…
Simulating open quantum systems is key to understanding non-equilibrium processes, as persistent influence from the environment induces dissipation and can give rise to steady-state phase transitions. A common strategy is to embed the…
Identifying and extracting the past information relevant to the future behaviour of stochastic processes is a central task in the quantitative sciences. Quantum models offer a promising approach to this, allowing for accurate simulation of…
This work introduces a new framework for modeling financial markets through an interpretable probabilistic state machine. By clustering historical returns based on momentum and risk features across multiple time horizons, we identify…
Scale invariance, collective behaviours and structural reorganization are crucial for portfolio management (portfolio composition, hedging, alternative definition of risk, etc.). This lack of any characteristic scale and such elaborated…
Open quantum systems have become an active area of research, owing to its potential applications in many different fields ranging from computation to biology. Here, we review the formalism of dynamical maps used to represent the time…
We investigate the problem of what evolutions an open quantum system described by a time-local Master equation can undergo with universal coherent controls. A series of conditions are given which exclude channels from being reachable by any…
Financial markets exhibit alternating periods of rising and falling prices. Stock traders seeking to make profitable investment decisions have to account for those trends, where the goal is to accurately predict switches from bullish…
A quantum decaying system can reveal its nonclassical behavior by being noninvasively measured. Correlations of weak measurements in the noninvasive limit violate the classical bound for a universal class of systems. The violation is…
We construct a class of systems for which quantum dynamics can be expanded around a mean field approximation with essentially classical content. The modulus of the quantum overlap of mean field states naturally introduces a classical…
We study an arbitrary non-equilibrium dynamics of a quantum bipartite system coupled to a reservoir. For its characterization, we present a fluctuation theorem (FT) that explicitly addresses the quantum correlation of subsystems during the…
Any quasi-probability representation of a no-signaling system -- including quantum systems -- can be simulated via a purely classical scheme by allowing signed events and a cancellation procedure. This raises a fundamental question: What…
In this paper a formalism for studying the dynamics of quantum systems coupled to classical spin environments is reviewed. The theory is based on generalized antisymmetric brackets and naturally predicts open-path off-diagonal geometric…
This paper describes an approach to economics that is inspired by quantum computing, and is motivated by the need to develop a consistent quantum mathematical framework for economics. The traditional neoclassical approach assumes that…
We construct a descriptive toy model that considers quantum effects on biological evolution starting from Chaitin's classical framework. There are smart evolution scenarios in which a quantum world is as favorable as classical worlds for…
Viewed as approximations to quantum mechanics, classical evolutions can violate the positive-semidefiniteness of the density matrix. The nature of this violation suggests a classification of dynamical systems based on classical-quantum…
Accurately forecasting the price of oil, the world's most actively traded commodity, is of great importance to both academics and practitioners. We contribute by proposing a functional time series based method to model and forecast oil…
A rich variety of non-equilibrium dynamical phenomena and processes unambiguously calls for the development of general numerical techniques to probe and estimate a complex interplay between spatial and temporal degrees of freedom in…
Empirical evidence suggests that even the most competitive markets are not strictly efficient. Price histories can be used to predict near future returns with a probability better than random chance. Many markets can be considered as {\it…
The simulation of complex quantum systems on a quantum computer is studied, taking the kicked Harper model as an example. This well-studied system has a rich variety of dynamical behavior depending on parameters, displays interesting…