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Quantum computers are expected to contribute more efficient and accurate ways of modeling economic processes. Quantum hardware is currently available at a relatively small scale, but effective algorithms are limited by the number of logic…

Quantum Physics · Physics 2024-01-18 Dominic Widdows , Amit Bhattacharyya

Quantum telepathy is the concept of using quantum entanglement to solve real-world problems involving decision coordination between parties with restricted communication. One possible reason for this restriction is a latency constraint:…

Quantum Physics · Physics 2026-03-12 Dawei Ding , Xinyu Xu

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…

Quantum Physics · Physics 2019-06-26 Qing Liu , Thomas. J. Elliott , Felix. C. Binder , Carlo Di Franco , Mile Gu

Quantum computers that process information by harnessing the remarkable power of quantum mechanics are increasingly being put to practical use. In the future, their impact will be felt in numerous fields, including in online casino games.…

Quantum Physics · Physics 2021-11-08 Yushi Mura , Hiroki Wada

In the present paper a model of a market consisting of real and financial interacting sectors is studied. Agents populating the stock market are assumed to be not able to observe the true underlying fundamental, and their beliefs are biased…

General Finance · Quantitative Finance 2018-06-13 Fausto Cavalli , Ahmad Naimzada , Nicolò Pecora , Marina Pireddu

The quantum mechanics formalism introduced new revolutionary concepts challenging our everyday perceptions. Arguably, quantum entanglement, which explains correlations that cannot be reproduced classically, is the most notable of them.…

The energy transition has increased the reliance on intermittent energy sources, destabilizing energy markets and causing unprecedented volatility, culminating in the global energy crisis of 2021. In addition to harming producers and…

Trading and Market Microstructure · Quantitative Finance 2023-08-07 Jonas Hanetho

We present a systematic investigation of the quantum games, constructed using a novel repeated game protocol, when played repeatedly ad infinitum. We focus on establishing that such repeated games -- by virtue of inherent quantum-mechanical…

Quantum Physics · Physics 2024-02-27 Archan Mukhopadhyay , Saikat Sur , Tanay Saha , Shubhadeep Sadhukhan , Sagar Chakraborty

We describe a quantum variational algorithm for securities transactions settlement optimization, based on a novel mathematical formalization of the problem that includes the most relevant constraints considered in the pan-European…

The role of entanglement and quantum correlations in complex physical systems and quantum information processing devices has become a topic of intense study in the past two decades. In this work we present new tools for learning about…

Quantum Physics · Physics 2017-03-01 Michel Boyer , Aharon Brodutch , Tal Mor

The increasing deployment of AI is shaping the future landscape of the internet, which is set to become an integrated ecosystem of AI agents. Orchestrating the interaction among AI agents necessitates decentralized, self-sustaining…

Computer Science and Game Theory · Computer Science 2024-10-08 Dima Ivanov , Paul Dütting , Inbal Talgam-Cohen , Tonghan Wang , David C. Parkes

This paper presents a Quantum Reinforcement Learning (QRL) solution to the dynamic portfolio optimization problem based on Variational Quantum Circuits. The implemented QRL approaches are quantum analogues of the classical…

Machine Learning · Computer Science 2026-01-29 Vincent Gurgul , Ying Chen , Stefan Lessmann

A quantum many-body state built on a classical 1D Ising model with locally entangled qubits is considered. This setup can model an infinite-player quantum Prisoner's dilemma game with each site representing two entangled players (or…

Quantum Physics · Physics 2023-09-21 Colin Benjamin , Aditya Dash

Systematic financial trading strategies account for over 80% of trade volume in equities and a large chunk of the foreign exchange market. In spite of the availability of data from multiple markets, current approaches in trading rely mainly…

Machine Learning · Computer Science 2020-07-01 Adriano Koshiyama , Sebastian Flennerhag , Stefano B. Blumberg , Nick Firoozye , Philip Treleaven

Applications of Quantum Tunneling effect have long gone beyond the traditional physical meaning. Initially created by Gamow to explain {\alpha}-decay of nuclear particles, along the time, quantum tunneling found fertile domain of research…

Pricing of Securities · Quantitative Finance 2013-07-26 Ovidiu Racorean

A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training…

Computational Finance · Quantitative Finance 2020-02-03 Shuaiqiang Liu , Anastasia Borovykh , Lech A. Grzelak , Cornelis W. Oosterlee

Optimization methods are used to determine equilibria of investment in cryptocurrencies. The basic assumptions involve existence of a core group (the "wealthy") that fears the loss of substantial assets through government seizure.…

Mathematical Finance · Quantitative Finance 2019-04-16 Carey Caginalp , Gunduz Caginalp

Quantum annealing has great promise in leveraging quantum mechanics to solve combinatorial optimisation problems. However, to realize this promise to it's fullest extent we must appropriately leverage the underlying physics. In this spirit,…

Quantum Physics · Physics 2020-12-10 Nicholas Chancellor

Recently developed quantum algorithms suggest that quantum computers can solve certain problems and perform certain tasks more efficiently than conventional computers. Among other reasons, this is due to the possibility of creating…

Quantum Physics · Physics 2007-05-23 Rolando D. Somma

Controlling quantum systems is crucial for quantum computation and a variety of new quantum technologies. The control is typically achieved by breaking down the target dynamics into a sequence of elementary gates,whose description can be…

Quantum Physics · Physics 2021-09-28 Yin Mo , Giulio Chiribella