Related papers: Quantum-Theoretical Re-interpretation of Pricing T…
The fidelity susceptibility serves as a universal probe for quantum phase transitions, offering an order-parameter-free metric that captures ground-state sensitivity to Hamiltonian perturbations and exhibits critical scaling. Classical…
Within a unified framework, we reveal that the seemingly disparate control approaches for classical and quantum continuous-variable systems are interconnected via differential manifolds of the ancillary representations. For classical…
Quantum systems interacting with an unknown environment are notoriously difficult to model, especially in presence of non-Markovian and non-perturbative effects. Here we introduce a neural network based approach, which has the mathematical…
We consider the theory of bond discounts, defined as the difference between the terminal payoff of the contract and its current price. Working in the setting of finite-dimensional realizations in the HJM framework, under suitable notions of…
Pricing financial derivatives, in particular European-style options at different time-maturities and strikes, means a relevant problem in finance. The dynamics describing the price of vanilla options when constant volatilities and interest…
The Lindblad form of the master equation has proven to be one of the most convenient ways to describe the impact of an environment interacting with a quantum system of interest. For single systems the jump operators characterizing these…
We discuss the systematic engineering of quasicrystals in open quantum systems where quasiperiodicity is introduced through purely dissipative processes. While the resulting short-time dynamics is governed by non-Hermitian variants of the…
Quantum computers have the potential to provide an advantage for financial pricing problems by the use of quantum estimation. In a broader context, it is reasonable to ask about situations where the market and the assets traded on the…
Deconfined quantum critical point (DQCP) characterizes the continuous transition beyond Landau-Ginzburg-Wilson paradigm, occurring between two phases that exhibit distinct symmetry breaking. The debate over whether genuine DQCP exists in…
The real- and imaginary-time evolution of quantum states are powerful tools in physics, chemistry, and beyond, to investigate quantum dynamics, prepare ground states or calculate thermodynamic observables. On near-term devices, variational…
We consider a quantum system continuously monitored in time which in turn is coupled to an arbitrary dissipative classical system (diagonal reduced density matrix). The quantum and classical dynamics can modify each other, being described…
Ever since the formulation of quantum mechanics, there is very little understanding of the process of the collapse of a wavefunction. We have proposed a dynamical model to emulate the measurement postulates of quantum mechanics. We…
A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear…
We study the S=1/2 Heisenberg antiferromagnet on a square lattice with nearest-neighbor and plaquette four-spin exchanges (introduced by A.W. Sandvik, Phys. Rev. Lett. {\bf 98}, 227202 (2007).) This model undergoes a quantum phase…
In their activity, the traders approximate the rate of return by integer multiples of a minimal one. Therefore, it can be regarded as a quantized variable. On the other hand, there is the impossibility of observing the rate of return and…
Manifestly non-Hermitian quantum graphs with real spectra are introduced and shown tractable as a new class of phenomenological models with several appealing descriptive properties. For illustrative purposes, just equilateral star-graphs…
We study measures of quantum information when the space spanned by the set of accessible observables is not closed under products, i.e., we consider systems where an observer may be able to measure the expectation values of two operators,…
The Lindblad equation is commonly used for studying quantum dynamics in open systems that cannot be completely isolated from an environment, relevant to a broad variety of research fields, such as atomic physics, materials science, quantum…
Quantum Information is a new area of research which has been growing rapidly since last decade. This topic is very close to potential applications to the so called Quantum Computer. In our point of view it makes sense to develop a more…
The kinematical foundations of Schwinger's algebra of selective measurements were discussed in a previous paper (arXiv:1905.12274) and, as a consequence of this, a new picture of quantum mechanics based on groupoids was proposed. In this…