中文
相关论文

相关论文: On the potential of quantum walks for modeling fin…

200 篇论文

The analysis of logarithmic return distributions defined over large time scales is crucial for understanding the long-term dynamics of asset price movements. For large time scales of the order of two trading years, the anticipated Gaussian…

统计金融 · 定量金融 2026-04-16 Stijn De Backer , Luis E. C. Rocha , Jan Ryckebusch , Koen Schoors

Estimation of the coin parameter(s) is an important part of the problem of implementing more robust schemes for quantum simulation using quantum walks. We present the estimation of the quantum coin parameter used for one-dimensional…

量子物理 · 物理学 2020-07-10 Parth Rajauria , Prateek Chawla , C. M. Chandrashekar

Quantum walks can reconstruct quantum algorithms for quantum computation, where the precise controls of quantum state transfers between arbitrary distant sites are required. Here, we investigate quantum walks using a periodically…

量子物理 · 物理学 2020-04-06 Haruna Katayama , Noriyuki Hatakenaka , Toshiyuki Fujii

Quantum theory is used to model secondary financial markets. Contrary to stochastic descriptions, the formalism emphasizes the importance of trading in determining the value of a security. All possible realizations of investors holding…

物理与社会 · 物理学 2009-11-07 Martin Schaden

Quantum walks have emerged as an interesting approach to quantum information processing, exhibiting many unique properties compared to the analogous classical random walk. Here we introduce a model for a discrete-time quantum walk with…

量子物理 · 物理学 2013-05-08 Peter P. Rohde , Gavin K. Brennen , Alexei Gilchrist

We study quantum transport on finite discrete structures and we model the process by means of continuous-time quantum walks. A direct and effective comparison between quantum and classical walks can be attained based on the average…

量子物理 · 物理学 2008-10-08 E. Agliari , A. Blumen , O. Muelken

Although quantum walks exhibit peculiar properties that distinguish them from random walks, classical behavior can be recovered in the asymptotic limit by destroying the coherence of the pure state associated to the quantum system. Here I…

量子物理 · 物理学 2016-06-16 Miquel Montero

We investigate quantum walks in multiple dimensions with different quantum coins. We augment the model by assuming that at each step the amplitudes of the coin state are multiplied by random phases. This model enables us to study in detail…

量子物理 · 物理学 2009-11-13 Jozef Kosik , Vladimir Buzek , Mark Hillery

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

We start with the idea that open quantum systems can be used to represent financial markets by modelling events from the external environment and their impact on the market price. We show how to characterize distinct orbits of the time…

数理金融 · 定量金融 2025-05-05 Will Hicks

Quantum walks, the quantum mechanical counterpart of classical random walks, is an advanced tool for building quantum algorithms that has been recently shown to constitute a universal model of quantum computation. Quantum walks is now a…

量子物理 · 物理学 2012-10-01 Salvador E. Venegas-Andraca

This tutorial article showcases the many varieties and uses of quantum walks. Discrete time quantum walks are introduced as counterparts of classical random walks. The emphasis is on the connections and differences between the two types of…

量子物理 · 物理学 2013-05-16 Daniel Reitzner , Daniel Nagaj , Vladimir Buzek

Quantum walks are a well-established model for the study of coherent transport phenomena and provide a universal platform in quantum information theory. Dynamically influencing the walker's evolution gives a high degree of flexibility for…

Constructing a discrete model like a cellular automaton is a powerful method for understanding various dynamical systems. However, the relationship between the discrete model and its continuous analogue is, in general, nontrivial. As a…

量子物理 · 物理学 2014-03-24 Yutaka Shikano , Tatsuaki Wada , Junsei Horikawa

A discrete time quantum walk is known to be the single-particle sector of a quantum cellular automaton. For a long time, these models have interested the community for their nice properties such as locality or translation invariance. This…

量子物理 · 物理学 2025-03-03 Mathieu Roget , Giuseppe Di Molfetta

Quantum walk is one of the main tools for quantum algorithms. Defined by analogy to classical random walk, a quantum walk is a time-homogeneous quantum process on a graph. Both random and quantum walks can be defined either in continuous or…

量子物理 · 物理学 2010-01-10 Andrew M. Childs

The first general analytic solutions for the one-dimensional walk in position and momentum space are derived. These solutions reveal, among other things, new symmetry features of quantum walk probability densities and further insight into…

量子物理 · 物理学 2007-05-23 Ian Fuss , Lang White , Peter Sherman , Sanjeev Naguleswaran

Given the extensive application of classical random walks to classical algorithms in a variety of fields, their quantum analogue in quantum walks is expected to provide a fruitful source of quantum algorithms. So far, however, such…

量子物理 · 物理学 2008-03-26 B. L. Douglas , J. B. Wang

We make and generalize the observation that summing of probability amplitudes of a discrete-time quantum walk over partitions of the walking graph consistent with the step operator results in a unitary evolution on the reduced graph which…

量子物理 · 物理学 2020-04-06 Václav Potoček

We analyze final-time dependent discrete-time quantum walks in one dimension. We compute asymptotics of the return probability of the quantum walk by a path counting approach. Moreover, we discuss a relation between the quantum walk and the…

量子物理 · 物理学 2011-09-21 Yusuke Ide , Norio Konno , Takuya Machida , Etsuo Segawa
‹ 上一页 1 2 3 10 下一页 ›