Quantum reservoir computing using a fully connected transverse-field Ising model with input and memory qubits outperforms econometric and standard ML benchmarks in realized volatility forecasting.
A survey of quantum computing for finance
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MPS generative model trained to sample Heston model paths for quantum path-dependent option pricing.
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Quantum Reservoir Computing for Realized Volatility Forecasting
Quantum reservoir computing using a fully connected transverse-field Ising model with input and memory qubits outperforms econometric and standard ML benchmarks in realized volatility forecasting.
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Time series generation for option pricing on quantum computers using tensor network
MPS generative model trained to sample Heston model paths for quantum path-dependent option pricing.