The authors propose quantum and quantum-inspired hidden Markov model estimators for stochastic volatility and claim a quadratic reduction in hidden states, but the theoretical proof and likelihood formulas contain serious gaps.
number of hidden states) equal to nc L = n2 for n integer
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On Quantum and Quantum-Inspired Maximum Likelihood Estimation and Filtering of Stochastic Volatility Models
The authors propose quantum and quantum-inspired hidden Markov model estimators for stochastic volatility and claim a quadratic reduction in hidden states, but the theoretical proof and likelihood formulas contain serious gaps.