Related papers: Modelling financial time series with $\phi^{4}$ qu…
Present day quantum field theory (QFT) is founded on canonical quantization, which has served quite well, but also has led to several issues. The free field describing a free particle (with no interaction term) can suddenly become…
The extensive adoption of web technologies in the finance and investment sectors has led to an explosion of financial data, which contributes to the complexity of the forecasting task. Traditional machine learning models exhibit limitations…
Axiomatic quantum field theory (QFT) provides a rigorous mathematical foundation for QFT, and it is the basis for proving some important general results, such as the well-known spin-statistics theorem. Free-field QFT meets the axioms of…
The Fourth order $\phi^4$ model generalizes the classical $\phi^4$ model of quantum field theory, sharing the same kink solution. It is also the dispersive counterpart of the well-known parabolic Cahn-Hilliard equation. Mathematically…
Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…
The quantization of noncommutative scalar field theory is studied from the matrix model point of view, exhibiting the significance of the eigenvalue distribution. This provides a new framework to study renormalization, and predicts a phase…
We study time dependent correlation functions in hot quantum and classical field theory for the $\lambda\phi^4$ case. We set up the classical analogue of thermal field theory and make a direct comparison between the quantum and classical…
During inflation explicit perturbative computations of quantum field theories which contain massless, non-conformal fields exhibit secular effects that grow as powers of the logarithm of the inflationary scale factor. Starobinski\u{\i}'s…
The probability distribution function (PDF) for prices on financial markets is derived by extremization of Fisher information. It is shown how on that basis the quantum-like description for financial markets arises and different financial…
We study quantum corrections to an inflationary model, which has the attractive feature of being classically scale-invariant. In this model, quadratic gravity plays along a scalar field in such a way that inflation begins near the unstable…
The statistical properties of the increments x(t+T) - x(t) of a financial time series depend on the time resolution T on which the increments are considered. A non-parametric approach is used to study the scale dependence of the empirical…
Accurate volatility forecasts are vital in modern finance for risk management, portfolio allocation, and strategic decision-making. However, existing methods face key limitations. Fully multivariate models, while comprehensive, are…
We analyze numerically a two-dimensional $\lambda\phi^4$ theory showing that in the limit of a strong coupling $\lambda\to\infty$ just the homogeneous solutions for time evolution are relevant in agreement with the duality principle in…
Computations of quantum corrections to the CMB spectrum and to scalar field dynamics during inflation very often take advantage of the "semi-classical" approach, where the metric fluctuations are simply omitted. On the other hand, a…
Simulating the real-time dynamics of quantum field theories (QFTs) is one of the most promising applications of quantum simulators. Regularizing a bosonic QFT for quantum simulation purposes typically involves a truncation in Hilbert space…
The increasing computational demands of foundation models have spurred research into low-precision training, with 4-bit floating-point (\texttt{FP4}) formats emerging as a frontier for maximizing hardware throughput. While numerous…
Forecasting financial time series (FTS) is an essential field in finance and economics that anticipates market movements in financial markets. This paper investigates the accuracy of text mining and technical analyses in forecasting…
Pairs-trading is a trading strategy that involves matching a long position with a short position in two stocks aiming at market-neutral profits. While a typical pairs-trading system monitors the prices of two statistically correlated stocks…
We study the second-order quantum phase-transition of massive real scalar field theory with a quartic interaction ($\phi^4$ theory) in (1+1) dimensions on an infinite spatial lattice using matrix product states (MPS). We introduce and apply…
Combinatorial optimization problems are pivotal across many fields. Among these, Quadratic Unconstrained Binary Optimization (QUBO) problems, central to fields like portfolio optimization, network design, and computational biology, are…