Related papers: Quantum Finance
A quantum theory in a finite-dimensional Hilbert space can be geometrically formulated as a proper Hamiltonian theory as explained in [2, 3, 7, 8]. From this point of view a quantum system can be described in a classical-like framework…
A scenario is outlined for quantum measurement, assuming that self-sustaining classicality is the consequence of an attractive gravitational self-interaction acting on massive bodies, and randomness arises already in the classical domain. A…
Quantum tunneling is considered from the point of view of local realism. It is concluded that a quantum object tunneling through a potential barrier cannot be interpreted as a point-like particle because such an interpretation generates a…
Geometric arbitrage theory reformulates a generic asset model possibly allowing for arbitrage by packaging all asset and their forward dynamics into a stochastic principal fibre bundle, with a connection whose parallel transport encodes…
In static classical statistical systems the problem of information transport from a boundary to the bulk finds a simple description in terms of wave functions or density matrices. While the transfer matrix formalism is a type of Heisenberg…
A quantum field theory is described which is a supersymmetric classical model. -- Supersymmetry generators of the system are used to split its Liouville operator into two contributions, with positive and negative spectrum, respectively. The…
According to the stochastic-quantum correspondence, a quantum system can be understood as a stochastic process unfolding in an old-fashioned configuration space based on ordinary notions of probability and `indivisible' stochastic laws,…
We propose the assumption of quantum mechanics on a discrete space and time, which implies the modification of mathematical expressions for some postulates of quantum mechanics. In particular we have a Hilbert space where the vectors are…
We model financial transactions as random walks on activity-driven temporal networks. By enforcing fund conservation, our framework analytically derives heavy-tailed distributions for the stationary balances and transaction sizes.…
Quantum process characterization is a fundamental task in quantum information processing, yet conventional methods, such as quantum process tomography, require prohibitive resources and lack scalability. Here, we introduce an efficient…
The theories of quantum mechanics and relativity dramatically altered our understanding of the universe ushering in the era of modern physics. Quantum theory deals with objects probabilistically at small scales, whereas relativity deals…
Quantum game theory is the study of strategic behavior by agents with access to quantum technology. Broadly speaking, this technology can be employed in either of two ways: As part of a randomization device or as part of a communications…
Non-commutative propositions are characteristic of both quantum and non-quantum (sociological, biological, psychological) situations. In a Hilbert space model states, understood as correlations between all the possible propositions, are…
A realist description of our universe requires a twofold concept of locality. On one hand, there are the strictly Einstein-local interactions which generate the time evolution. On the other hand, the quantum state space calls for a…
Quantum computers take advantage of interfering quantum alternatives in order to handle problems that might be too time consuming with algorithms based on classical logic. Developing quantum computers requires new ways of thinking beyond…
Quantization together with quantum dynamics can be simultaneously formulated as the problem of finding an appropriate flat connection on a Hilbert bundle over a contact manifold. Contact geometry treats time, generalized positions and…
A dynamical quantum model assigns an eigenstate to a specified observable even when no measurement is made, and gives a stochastic evolution rule for that eigenstate. Such a model yields a distribution over classical histories of a quantum…
The continuous time stochastic process is a mainstream mathematical instrument modeling the random world with a wide range of applications involving finance, statistics, physics, and time series analysis, while the simulation and analysis…
We introduce a general formalism, based on the stochastic formulation of quantum mechanics, to obtain localized quasi-classical wave packets as dynamically controlled systems, for arbitrary anharmonic potentials. The control is in general…
We formulate quantum computing solutions to a large class of dynamic nonlinear asset pricing models using algorithms, in theory exponentially more efficient than classical ones, which leverage the quantum properties of superposition and…