Related papers: Quantum-Theoretical Re-interpretation of Pricing T…
We characterize nonequilibrium phases in long-range dissipative spin systems through the statistical properties of quantum jump trajectories. While the average dynamics governed by the Lindblad master equation provides access to…
We study the quantum mechanical evolution of the tensor perturbations during inflation with non-linear tensor interactions. We first obtain the Lindblad terms generated by non-linear interactions by tracing out unobservable sub-horizon…
This paper presents the solution to a European option pricing problem by considering a regime-switching jump diffusion model of the underlying financial asset price dynamics. The regimes are assumed to be the results of an observed pure…
An input-output model of a two-level quantum system in the Heisenberg picture is of bilinear form with constant system matrices, which allows the introduction of the concepts of controllability and observability in analogy with those of…
Understanding dissipation in open quantum systems is crucial for the development of robust quantum technologies. In this work, we introduce a Transformer-based machine learning framework to infer time-dependent dissipation rates in quantum…
This Chapter develops a realist information-theoretic interpretation of the nonclassical features of quantum probabilities. On this view, what is fundamental in the transition from classical to quantum physics is the recognition that…
Quantum theory is used to model secondary financial markets. Contrary to stochastic descriptions, the formalism emphasizes the importance of trading in determining the value of a security. All possible realizations of investors holding…
We investigate uncertainty relations for quantum observables evolving under non-Hermitian Hamiltonians, with particular emphasis on the role of metric operators. By constructing appropriate metrics in each dynamical regime, namely the…
Non-equilibrium steady states are a focal point of research in the study of open quantum systems. Previous variational algorithms for searching these steady states have suffered from resource-intensive implementations due to vectorization…
The quasi-Heisenberg picture of minisuperspace model is considered. The The quasi-Heisenberg picture of minisuperspace model is considered. The suggested scheme consists in quantizing of the equation of motion and interprets all observables…
The Lindblad master equation (LME) describing the Markovian dynamics of the quantum open system can be understood as the evolution of the effective non-Hermitian Hamiltonian balanced with random quantum jumps. Here we investigate the…
This investigation establishes a formal equivalence between the generalized Black-Scholes equation under a Quadratic Normal Volatility (QNV) specification and the stationary Schr\"odinger equation for a hyperbolic P\"oschl-Teller potential.…
We study the driven-dissipative Bose-Hubbard model with all-to-all hopping and subject to incoherent pumping and decay, as is naturally probed in several recent experiments on excitons in WS2/WSe2 moir\'e systems, as well as quantum…
Estimating spot covariance is an important issue to study, especially with the increasing availability of high-frequency financial data. We study the estimation of spot covariance using a kernel method for high-frequency data. In…
We present an alternative form of master equation, applicable on the analysis of non-equilibrium dynamics of fermionic open quantum systems. The formalism considers a general scenario, composed by a multipartite quantum system in contact…
In this note, we develop a framework to describe open quantum systems in the Heisenberg picture, i.e., via time evolving operator algebras. We point out the incompleteness of the previous proposals in this regard. We argue that a complete…
A field-theoretic formulation of the exponential-operator technique is applied to a nonperturbative Hamiltonian eigenvalue problem in electrodynamics, quantized in light-front coordinates. Specifically, we consider the dressed-electron…
We present a thermodynamic rendering model in which the traditional quantum observer is reframed as a special case of a coherence-constrained interface. Collapse is treated not as an interpretive postulate but as a structural threshold -…
The main goal of these lectures -- introduction to Quantum Mechanics for mathematically-minded readers. The second goal is to discuss the mathematical interpretation of the main quantum postulates: transitions between quantum stationary…
Generating realistic synthetic option prices requires implied volatility as an input, yet implied volatility is itself derived from observed option prices, creating a circular dependency that limits synthetic data for machine-learning and…