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相关论文: Financial Market Modeling with Quantum Neural Netw…

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Quantum computers are not yet up to the task of providing computational advantages for practical stochastic diffusion models commonly used by financial analysts. In this paper we introduce a class of stochastic processes that are both…

量子物理 · 物理学 2023-11-03 Eric Ghysels , Jack Morgan , Hamed Mohammadbagherpoor

In line with the recent research and debates about econophysics and financial economics, this article discusses on usual misunderstandings between the two disciplines in terms of modelling and basic hypotheses. In the literature devoted to…

综合金融 · 定量金融 2017-08-25 Marcel Ausloos , Franck Jovanovic , Christophe Schinckus

To address Quantum Artificial Neural Networks as quantum dynamical computing systems, a formalization of quantum artificial neural networks as dynamical systems is developed, expanding the concept of unitary map to the neural computation…

量子物理 · 物理学 2022-03-22 Carlos Pedro Gonçalves

Machine learning and quantum machine learning (QML) have gained significant importance, as they offer powerful tools for tackling complex computational problems across various domains. This work gives an extensive overview of QML uses in…

Quantum computers can solve specific problems that are not feasible on "classical" hardware. Harvesting the speed-up provided by quantum computers therefore has the potential to change any industry which uses computation, including finance.…

Quantum theory provides a comprehensive framework for quantifying uncertainty, often applied in quantum finance to explore the stochastic nature of asset returns. This perspective likens returns to microscopic particle motion, governed by…

数理金融 · 定量金融 2024-01-12 Li Lin

Quantum computers are expected to surpass the computational capabilities of classical computers during this decade and have transformative impact on numerous industry sectors, particularly finance. In fact, finance is estimated to be the…

量子物理 · 物理学 2022-06-29 Dylan Herman , Cody Googin , Xiaoyuan Liu , Alexey Galda , Ilya Safro , Yue Sun , Marco Pistoia , Yuri Alexeev

This is a short review of the background and recent development in quantum game theory and its possible application in economics and finance. The intersection of science and society is discussed and Quantum Anthropic Principle is put…

量子物理 · 物理学 2007-05-23 E. W. Piotrowski , J. Sladkowski

Speculative trading can drive pronounced market instabilities, yet existing regulatory and macroprudential tools intervene only after such dynamics emerge. Quantum technologies offer a fundamentally new means of shaping economic behavior by…

Financial market prediction and optimal trading strategy development remain challenging due to market complexity and volatility. Our research in quantum finance and reinforcement learning for decision-making demonstrates the approach of…

We propose a quantum-like description of markets and economics. The approach has roots in the recently developed quantum game theory.

量子物理 · 物理学 2015-06-26 E. W. Piotrowski , J. Sladkowski

In this paper we present an econophysic model for the description of shares transactions in a capital market. For introducing the fundamentals of this model we used an analogy between the electrical field produced by a system of charges and…

综合金融 · 定量金融 2011-01-26 Ion Spanulescu , Ion Popescu , Victor Stoica , Anca Gheorghiu , Victor Velter

We analyze complexity of financial (and general economic) processes by comparing classical and quantum-like models for randomness. Our analysis implies that it might be that a quantum-like probabilistic description is more natural for…

统计金融 · 定量金融 2014-03-13 Andrei Khrennikov

Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where deep reinforcement learning offers a powerful framework for…

In this review article we explore several recent advances in the quantitative modeling of financial markets. We begin with the Efficient Markets Hypothesis and describe how this controversial idea has stimulated a number of new directions…

adap-org · 物理学 2009-10-31 J. Doyne Farmer , Andrew W. Lo

Quantum computers are expected to surpass the computational capabilities of classical computers during this decade, and achieve disruptive impact on numerous industry sectors, particularly finance. In fact, finance is estimated to be the…

Quantum computers are expected to surpass the computational capabilities of classical computers and have a transformative impact on numerous industry sectors. We present a comprehensive summary of the state of the art of quantum computing…

量子物理 · 物理学 2023-07-24 Dylan Herman , Cody Googin , Xiaoyuan Liu , Yue Sun , Alexey Galda , Ilya Safro , Marco Pistoia , Yuri Alexeev

The recent development of quantum computing gives us an opportunity to explore its potential applications to many fields, with the field of finance being no exception. In this paper, we apply the deep quantum neural network proposed by Beer…

计算金融 · 定量金融 2022-05-17 Takayuki Sakuma

The enterprise of trying to explain different social and economic phenomena using concepts and ideas drawn from physics has a long history. Statistical mechanics, in particular, has been often seen as most likely to provide the means to…

物理与社会 · 物理学 2019-06-28 Shakti N. Menon , V. Sasidevan , Sitabhra Sinha

The statistical description and modeling of volatility plays a prominent role in econometrics, risk management and finance. GARCH and stochastic volatility models have been extensively studied and are routinely fitted to market data, albeit…

计算工程、金融与科学 · 计算机科学 2018-03-13 Nils Bertschinger , Iurii Mozzhorin , Sitabhra Sinha