A discrete-time quantum walk model is proposed to generate and characterize asymmetric and bimodal probability distributions for long-term financial asset returns.
The Annals of Statistics13(1), 70–84 (1985)
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Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks
A discrete-time quantum walk model is proposed to generate and characterize asymmetric and bimodal probability distributions for long-term financial asset returns.