QGANs with quantum generators and classical discriminators generate financial time series matching target distributions and desired temporal correlations, with quality varying by circuit depth, bond dimension, and simulation method.
Schwander, Quantum Generative Modelling for Fi- nancial Time Series , Master’s thesis, Leiden University (2022)
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Quantum generative modeling for financial time series with temporal correlations
QGANs with quantum generators and classical discriminators generate financial time series matching target distributions and desired temporal correlations, with quality varying by circuit depth, bond dimension, and simulation method.