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 model discovery uses DQCs to solve equations from data.
Quantum algorithms speed up financial model calculations.
Quantum machine learning solves high-dimensional PDEs with lower variance and improved accuracy.
Quantum algorithm samples from SDEs using DQCs and quantile mechanics.
New quantum algorithm simplifies complex financial derivatives pricing.
The quantum differential equations can be regarded as examples of equations with certain universal properties which are of wider interest beyond quantum cohomology itself. We present this point of view as part of a framework which accommodates the KdV equation and other well known integrable systems. In the case of qua…
Paper studies Frobenius manifolds and quantum differential equations, proving Dubrovin Conjecture for Hirzebruch surfaces.
The paper compares PINN methods for solving drift-diffusion equations on metric graphs.
New method combines Monte Carlo and tensor networks for solving complex equations.
This work integrates differentiation and integration in Physics-Informed Neural Networks.
We propose a hybrid quantum-classical algorithm, originated from quantum chemistry, to price European and Asian options in the Black-Scholes model. Our approach is based on the equivalence between the pricing partial differential equation and the Schrodinger equation in imaginary time. We devise a strategy to build a s…
Paper solves quantum differential equations for projective bundles using Borel multitransforms.
In this article we model a financial derivative price as an observable on the market state function. We apply geometric techniques to integrating the Heisenberg Equation of Motion. We illustrate how the non-commutative nature of the model introduces quantum interference effects that can act as either a drag or a boost …
Paper explores solving HJB equations using neural networks.
This paper is an attempt at understanding the quantum-like dynamics of financial markets in terms of non-differentiable price-time continuum having fractal properties. The main steps of this development are the statistical scaling, the non-differentiability hypothesis, and the equations of motion entailed by this hypot…
The purpose of this paper is to connect two subjects: the theory of quantum integrable systems (complete commutative rings of differential operators), and differential Galois theory. We define quantum completely integrable systems (QCIS), algebraically integrable QCIS, the differential Galois group of a QCIS. We show t…
Simpler equations derived for knot polynomials coefficients, forming a ring.
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…
Quantum computing speeds up pricing multi-asset derivatives.
We study possible real structures in the space of solutions to the quantum differential equation. We show that, under mild conditions, a real structure in orbifold quantum cohomology yields a pure and polarized tt^*-geometry near the large radius limit. We compute an example of P^1 which is pure and polarized over the …
In this paper, we establish a link between quantum stochastic processes, and nonlocal diffusions. We demonstrate how the non-commutative Black-Scholes equation of Accardi & Boukas (Luigi Accardi, Andreas Boukas, 'The Quantum Black-Scholes Equation', Jun 2007, available at arXiv:0706.1300v1) can be written in integral f…
Quantum K-theory of quintic 3-fold conjectured with non-polynomial coefficients.
New method uses quantum simulation to price multi-asset derivatives efficiently.
Although this article can be read independently, it is a continuation of the introduction to integrable systems aspects of quantum cohomology given in part 1 (math.DG/0104274). In the same elementary style, i.e. assuming basic properties of quantum cohomology and concentrating on the simplest nontrivial examples, the q…
In this lecture delivered at the Integrable and Quantum Field Theory at Peyresq sixth meeting, we review the Lychagin's Monge-Ampere operators theory and exhibit the link it establishes between the classical problem of local equivalence for non linear partial differential equations and the problem of integrability of s…
Kernel method approximates dynamical operators from data.
Novel method for solving ODEs on k-polysymplectic manifolds.
Quantum algorithm solves financial option pricing using Hamiltonian simulation.
Starting from the Fermat's principle of least action, which governs classical and quantum mechanics and from the theory of exterior differential forms, which governs the geometry of curved manifolds, we show how to derive the equations governing neural networks in an intrinsic, coordinate invariant way, where the loss …
Geometrically reformulates GENERIC stochastic dynamics.
These notes partly touch the topic of the talk given by the author at the XXXVIII Workshop on Geometric Methods in Physics, hold in June-July 2019 in Białowieża, Poland. They consist of a short and self-contained introduction to the isomonodromic approach to quantum cohomology, and Dubrovin's conjecture. An overview of…
The quantum cohomology of CP^1 provides a distinguished solution of the third Painleve equation. S. Cecotti and C. Vafa discovered this from a physical viewpoint. We derive it from a differential geometric viewpoint, using the theory of harmonic maps and in particular the generalized Weierstrass representation (DPW rep…
Quantum algorithm finds extremal values without direct function access.
This is an introduction to some of the analytic (or integrable systems) aspects of quantum cohomology which have attracted much attention during the last few years. The small quantum cohomology algebra, regarded as an example of a Frobenius manifold, is described in the original naive manner, without going into the tec…
Simple construction for universal quantum gates.
The quantum field theory of two-dimensional sigma models with bulk and boundary couplings provides a natural framework to realize and unite different species of geometric flows that are of current interest in mathematics. In particular, the bulk renormalization group equation gives rise to the Ricci flow of target spac…
This work presents the foundations of Singular Semi-Riemannian Geometry and Singular General Relativity, based on the author's research. An extension of differential geometry and of Einstein's equation to singularities is reported. Singularities of the form studied here allow a smooth extension of the Einstein field eq…
Quantum stochastic flow computes heat kernel traces for Ricci flat manifolds.
Relates quantum cohomology to tt*-Toda equations for minuscule flag manifolds.
The Accardi-Boukas quantum Black-Scholes equation can be used as an alternative to the classical approach to finance, and has been found to have a number of useful benefits. The quantum Kolmogorov backward equations, and associated quantum Fokker-Planck equations, that arise from this general framework, are derived usi…
Paper uses second-order differential geometry to study stochastic mechanics.
Develops quantum cluster algebra approach to solve tetrahedron equation.
Explains quantum cohomology of Grassmannians using tt* equations.
We study differential cohomology on categories of globally hyperbolic Lorentzian manifolds. The Lorentzian metric allows us to define a natural transformation whose kernel generalizes Maxwell's equations and fits into a restriction of the fundamental exact sequences of differential cohomology. We consider smooth Pontry…
In this work, differential geometry of the Z-graded quantum superplane is constructed. The corresponding quantum Lie superalgebra and its Hopf algebra structure are obtained.
The paper focuses on various properties and applications of the homotopy operator, which occurs in the Poincaré lemma. In the first part, an abstract operator calculus is constructed, where the exterior derivative is an abstract derivative and the homotopy operator plays the role of an abstract integral. This operator …
Motivated by the work of Segal and Segal on the Black-Scholes pricing formula in the quantum context, we study a quantum extension of the Black-Scholes equation within the context of Hudson-Parthasarathy quantum stochastic calculus. Our model includes stock markets described by quantum Brownian motion and Poisson proce…
We present a differential calculus on the extension of the quantum plane obtained considering that the (bosonic) generator is invertible and furthermore working polynomials in instead of polynomials in . We call quantum Lie algebra to this extension and we obtain its Hopf algebra structure and its dual H…