A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Quantum method calculates risk contributions in credit portfolios efficiently.
Study calculates instanton homology for simple braids, linking to Fano variety quantum cohomology.
New method uses quantum annealing and VAN for better statistical mechanics calculations.
Quantum algorithms improve calculation of parameter sensitivities in financial derivatives.
Machine learning speeds up quantum chemical calculations of excited states.
Quantum speedup for Monte Carlo integration reduces integrand calls.
In a noncommutative torus, effect of perturbation by inner derivation on the associated quantum stochastic process and geometric parameters like volume and scalar curvature have been studied. Cohomological calculations show that the above perturbation produces new spectral triples. Also for the Weyl C^*-algebra, the La…
Efficiently predicts long-time dynamics of quantum spin models using MLP regression.
We propose a protocol to perform quantum reinforcement learning with quantum technologies. At variance with recent results on quantum reinforcement learning with superconducting circuits, in our current protocol coherent feedback during the learning process is not required, enabling its implementation in a wide variety…
New quantum invariants for 3-manifolds with boundary calculated.
Quantum annealer speeds up RBM training for image classification.
Quantum cohomology gives a finite dimensional integrable system via the Dubrovin connection. Motivated by Givental's work on mirror symmetry, we use gauge theory techniques and the Frobenius Integrability Theorem to find flat sections for the Dubrovin connection. An explicit calculation is given for projective space.
Future advancement of engineering applications is dependent on design of novel materials with desired properties. Enormous size of known chemical space necessitates use of automated high throughput screening to search the desired material. The high throughput screening uses quantum chemistry calculations to predict mat…
We define quantum exterior product wedge_h and quantum exterior differential d_h on Poisson manifolds, of which symplectic manifolds are an important class of examples. Quantum de Rham cohomology is defined as the cohomology of d_h. We also define quantum Dolbeault cohomology. Quantum hard Lefschetz theorem is proved. …
Center identified in stated skein algebra for quantum traces.
In the quantum Teichmuller theory, based on Penner coordinates, the mapping class groups of punctured surfaces are represented projectively. The case of a genus three surface with one puncture is worked out explicitly. The projective factor is calculated. It is given by the exponential of the Liouville central charge.
We introduce and study a superversion of Dubrovin's notion of semisimple Frobenius manifolds. We establish a correspondence between semisimple Frobenius (super)manifolds and special solutions to the (supersymmetric) Schlesinger equations. Finally, we calculate the Schlesinger initial conditions for solutions describing…
It is known that quantum computers can speed up Monte Carlo simulation compared to classical counterparts. There are already some proposals of application of the quantum algorithm to practical problems, including quantitative finance. In many problems in finance to which Monte Carlo simulation is applied, many random n…
Topological quantum computers use hyperbolic knots for computations.
Beginning with several basic hypotheses of quantum mechanics, we give a new quantum model in econophysics. In this model, we define wave functions and operators of the stock market to establish the Schrödinger equation for the stock price. Based on this theoretical framework, an example of a driven infinite quantum wel…
Quantum algorithms improve high-frequency trading efficiency.
Quantum algorithms speed up financial model calculations.
The quantum cohomology algebra of the (full) flag manifold is a fundamental example in quantum cohomology theory, with connections to combinatorics, algebraic geometry, and integrable systems. Using a differential geometric approach, we give an algorithm for computing the multiplicative structure constants of this alge…
We demonstrate how machine learning is able to model experiments in quantum physics. Quantum entanglement is a cornerstone for upcoming quantum technologies such as quantum computation and quantum cryptography. Of particular interest are complex quantum states with more than two particles and a large number of entangle…
We compute the classical and quantum cohomology rings of the twistor spaces of 6-dimensional hyperbolic manifolds and the eigenvalues of quantum multiplication by the first Chern class. Given a half-dimensional totally geodesic submanifold we associate, after Reznikov, a monotone Lagrangian submanifold of the twistor s…
Quantum computing promises faster bioinformatics, but challenges remain.
Quantum computing speeds up multi-period asset allocation.
The EM algorithm is a novel numerical method to obtain maximum likelihood estimates and is often used for practical calculations. However, many of maximum likelihood estimation problems are nonconvex, and it is known that the EM algorithm fails to give the optimal estimate by being trapped by local optima. In order to …
Estimates classical potential from stock price data using quantum mechanics.
We pursue the quantum-mechanical challenge to the efficient market hypothesis for the stock market by employing the quantum Brownian motion model. We utilize the quantum Caldeira-Leggett master equation as a possible phenomenological model for the stock-market-prices fluctuations while introducing the external harmonic…
The paper calculates intertwiners for a torus and proves a conjecture about their limits.
Quantum computing promises faster insurance contract valuation.
This review covers quantum computing applications in finance and blockchain.
We give a direct calculation of the curvature of the Hitchin connection, in geometric quantization on a symplectic manifold, using only differential geometric techniques. In particular, we establish that the curvature acts as a first-order operator on the quantum spaces. Projective flatness follows if the Kähler struct…
A key problem in financial mathematics is the forecasting of financial crashes: if we perturb asset prices, will financial institutions fail on a massive scale? This was recently shown to be a computationally intractable (NP-hard) problem. Financial crashes are inherently difficult to predict, even for a regulator whic…
New features for quantum calculations learn N-center Hamiltonian matrix elements.
Infinite families of quantum modular invariants for 3-manifolds are discovered.
We report on experimental measurement of the Hilbert-Schmidt distance between two two-qubit states by many-particle interference. We demonstrate that our three-step method for measuring distances in Hilbert space is far less complex than reconstructing density matrices and that it can be applied in quantum-enhanced mac…
Quantum computing speeds up pricing multi-asset derivatives.
The colored HOMFLY polynomial is the quantum invariant of oriented links in associated with irreducible representations of the quantum group . In this paper, using an approach to calculate quantum invariants of links via cabling-projection rule, we derive a formula for the colored HOMFLY polyn…
We describe the inclusive Racah matrices for the first non-(anti)symmetric rectangular representation R=[2,2] for quantum groups U_q(sl_N). Most of them have sizes 2, 3, and 4 and are fully described by the eigenvalue hypothesis. Of two 6x6 matrices, one is also described in this way, but the other one corresponds to t…
Since the first work on exotic smoothness in physics, it was folklore to assume a direct influence of exotic smoothness to quantum gravity. In the second paper, we calculate the "smoothness structure" part of the path integral in quantum gravity for the exotic R^4 as non-compact manifold. We discuss the influence of th…
We use path integrals to calculate hedge parameters and efficacy of hedging in a quantum field theory generalization of the Heath, Jarrow and Morton (HJM) term structure model which parsimoniously describes the evolution of imperfectly correlated forward rates. We also calculate, within the model specification, the eff…
Machine learning advances chemistry and materials science by enabling large-scale exploration of chemical space based on quantum chemical calculations. While these models supply fast and accurate predictions of atomistic chemical properties, they do not explicitly capture the electronic degrees of freedom of a molecule…
Quantum traces embed into quantum tori for surface skein algebras.
Study calculates quantum hyperbolic invariants for figure-eight knot complement, finding it either 0 or half the volume.
The present paper is mainly a survey of our work arXiv:0708.4221 and arXiv:0808.2440 but it also contains the announcement of some new results. Its main purpose is to present an accessible introduction to a technique allowing efficient calculations in Lagrangian Floer theory.
New method uses quantum simulation to price multi-asset derivatives efficiently.