Quantum model discovery uses DQCs to solve equations from data.
problem Discovering differential equations from data using quantum computing.
method Differentiable quantum circuits (DQCs) to solve parameterized equations, regression on data and equations.
result Successful parameter inference and equation discovery on various systems.
Simple construction for universal quantum gates.
problem Designing efficient quantum gates for topological computers.
method Demonstrated a simple construction for unitary solutions of the braided Yang-Baxter equation in any dimension.
result Proved the existence of universal quantum gates in any dimension.
Relates quantum cohomology to tt*-Toda equations for minuscule flag manifolds.
problem Quantum cohomology of minuscule flag manifolds.
method Combining Lie-theoretic treatments of tt*-Toda equations and quantum cohomology.
result 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…
Develops quantum cluster algebra approach to solve tetrahedron equation.
problem Investigates a three-dimensional generalization of the Yang-Baxter equation.
method Quantum cluster algebra approach with realization of quantum Y-variables in terms of q-Weyl algebras.
result Obtains a solution with three spectral parameters and reproduces Sergeev's R matrix.
Explains quantum cohomology of Grassmannians using tt* equations.
problem Relates quantum cohomology of complex Grassmannians to projective space.
method Uses tt* equations and Lie-theoretic connections.
result Illustrates relations between tt* equations and quantum cohomology.
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…
Generalizes Hodge correlators using quantum master equation concepts.
problem Developing a mathematical framework for non-acyclic Chern-Simons theory.
method Introduces a DG Lie algebra of uni-trivalent graphs with loops satisfying a Maurer-Cartan equation.
result Arithmetic analogue of effective action and quantum master equation.
New solutions to 3D integrability equations using quantum cluster algebras.
problem Constructing solutions to the tetrahedron and 3D reflection equations.
method Extending quantum cluster algebra approach to Fock-Goncharov quivers and investigating cluster transformations.
result Explicit formulas for matrix elements of solutions derived for typical representations.
We propose a new cognitive framework for option price modelling, using quantum neural computation formalism. Briefly, when we apply a classical nonlinear neural-network learning to a linear quantum Schrödinger equation, as a result we get a nonlinear Schrödinger equation (NLS), performing as a quantum stochastic filter…
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 …
New quantum algorithm simplifies complex financial derivatives pricing.
problem Complex financial derivatives pricing with high dimensionality.
method Quantum-inspired variational algorithms combined with neural-network quantum states.
result Simplified pricing of European options with many correlated assets.
Quantum algorithms speed up financial model calculations.
problem Computing financial model expectations efficiently.
method Quantum-accelerated multilevel Monte Carlo methods.
result Improved speed-up for financial model calculations.
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…
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…
Quantum machine learning solves high-dimensional PDEs with lower variance and improved accuracy.
problem Approximating solutions to high-dimensional parabolic PDEs.
method Pure Variational Quantum Circuit (VQC) for BSDE approximation, using temporal discretization and Monte Carlo simulation.
result VQC achieves lower variance and improved accuracy in most cases, particularly in highly nonlinear regimes.
The abstract explores a new wave equation linking quantum mechanics and complex adaptive systems.
problem Understanding the underlying mechanism of distribution formation in complex quantum entanglement.
method Exploring the logical relationship between Schrödinger's wave equation and Shi's trading volume-price wave equation in finance.
result A non-localized wave equation in quantum mechanics reveals the invariance of interaction as a universal law.
Applications of Quantum Tunneling effect have long gone beyond the traditional physical meaning. Initially created by Gamow to explain α-decay of nuclear particles, along the time, quantum tunneling found fertile domain of research in chemistry and recently in biology, where the new discipline of Quantum Biology emerge…
Quantum dilogarithm function proven from a linear difference equation.
problem Proving Faddeev's quantum dilogarithm from a linear difference equation.
method Proved Faddeev's quantum dilogarithm using Borel summation of a formal power series solution of a linear difference equation.
result Borel summation of a formal power series solution produces Faddeev's quantum dilogarithm.
We propose a quantum machine learning algorithm for efficiently solving a class of problems encoded in quantum controlled unitary operations. The central physical mechanism of the protocol is the iteration of a quantum time-delayed equation that introduces feedback in the dynamics and eliminates the necessity of interm…
This paper applies quantum probability theory to model asset returns, avoiding assumptions about quantum effects.
problem Modeling asset returns with classical probability theory.
method Derives a Schrödinger-like trading equation using quantum probability, linking it to traders' decisions and market behaviors.
result Quantum probability can describe multimodal distributions of asset returns without assuming quantum effects.
Deep QMC methods use neural networks to solve quantum chemistry problems.
problem Solving the electronic Schrödinger equation from first principles.
method Quantum Monte Carlo with neural network wavefunctions.
result Highly accurate solutions at reduced computational cost.
Unified 3D R-matrices from quantum cluster algebra.
problem Constructing new solutions to the tetrahedron equation.
method Symmetric butterfly quiver, quantum cluster algebra, quantum dilogarithms, q-Weyl algebra.
result Unified 3D R-matrices from various sources.
Simpler equations derived for knot polynomials coefficients, forming a ring.
problem Complexity of knot polynomials colored with symmetric representations.
method Deriving two difference equations for quantum C-polynomials coefficients.
result Quantum C-polynomials form a ring and are much simpler than colored polynomials.
Quantum Portfolios of quantum algorithms encoded on qbits have recently been reported. In this paper a discussion of the continuous variables version of quantum portfolios is presented. A risk neutral valuation model for options dependent on the measured values of the observables, analogous to the traditional Black-Sch…
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 algorithm samples from SDEs using DQCs and quantile mechanics.
problem Sampling from solutions of stochastic differential equations.
method Differentiable quantum circuits (DQCs) encoding latent variables, quantile mechanics.
result Quantum algorithm generates time-series from SDEs.
Paper studies Frobenius manifolds and quantum differential equations, proving Dubrovin Conjecture for Hirzebruch surfaces.
problem Quantum differential equations and their solutions in Gromov-Witten theory.
method Introduces cyclic strata, Borel-Laplace multitransforms, and integral representations.
result Proof of Dubrovin Conjecture for Hirzebruch surfaces.
Adaptive wave model for financial option pricing is proposed, as a high-complexity alternative to the standard Black--Scholes model. The new option-pricing model, representing a controlled Brownian motion, includes two wave-type approaches: nonlinear and quantum, both based on (adaptive form of) the Schrödinger equatio…
The article models illiquid stocks using quantum calculus with asymptotic methods.
problem Modeling illiquid financial markets.
method Application of quantum stochastic calculus and asymptotic methods.
result Power series solutions can approximate quantum stochastic processes for longer time frames.
The paper constructs quantum invariants for knotoid diagrams.
problem Quantum invariants for knotoid diagrams in R2. method Decompose Morse knotoid diagrams into basic elementary diagrams, each associated with a matrix solving the quantum Yang-Baxter equation. Define quantum state sum models to recover various polynomials.
result Recover and define new polynomials for Morse knotoids.
Perelman's Ricci flow emerges in quantum gravity, linking math and physics.
problem Understanding Perelman's Ricci flow equations in quantum gravity.
method Mapping Perelman's Ricci flow equations to localization equations in topological quantum gravity.
result Perelman's dilaton and fixed volume condition emerge dynamically.
Quantum neural tangent kernels help understand variational quantum circuits in machine learning.
problem Designing and predicting performance of variational quantum circuits.
method Using quantum neural tangent kernels and dynamical equations for loss functions.
result Analytical solutions for training dynamics in variational quantum circuits.
New method uses quantum simulation to price multi-asset derivatives efficiently.
problem Efficiently pricing derivatives with many underlying assets.
method Variational quantum simulation to solve Black-Scholes equation.
result Quantum speedup in derivative pricing for small quantum computers.
Paper explores solving HJB equations using neural networks.
problem Solving high-dimensional time-dependent HJB equations.
method Neural Galerkin methods with nonlinearly parametrized trial functions.
result Closed-form solutions for trial functions.
The Accardi-Boukas quantum Black-Scholes framework, provides a means by which one can apply the Hudson-Parthasarathy quantum stochastic calculus to problems in finance. Solutions to these equations can be modelled using nonlocal diffusion processes, via a Kramers-Moyal expansion, and this provides useful tools to under…
New method combines Monte Carlo and tensor networks for solving complex equations.
problem Solving high-dimensional partial differential equations efficiently.
method Uses Monte Carlo simulations and tensor train sketching for updates and re-estimations.
result Demonstrates versatility and efficacy in solving specific equations.
Quantum K-theory of quintic 3-fold conjectured with non-polynomial coefficients.
problem Reconstructing quantum K-theory for quintic 3-fold.
method Formulated explicit conjecture for small J-function and its q-difference equation.
result Coefficients of q-difference equations are non-polynomial functions of Gopakumar-Vafa invariants.
Paper solves quantum differential equations for projective bundles using Borel multitransforms.
problem Integration of quantum differential equations for P1-bundles. method Introduced Borel (α,β)-multitransforms to reconstruct solutions. result Quantum analog of Leray-Hirsch theorem for quantum cohomology of P1-bundles. Quantum algorithm solves financial option pricing using Hamiltonian simulation.
problem Efficiently solving the Black-Scholes equation for option pricing dynamics.
method Mapped Black-Scholes equation to Schrödinger equation, used efficient Hamiltonian simulation techniques.
result Quantum algorithm shows feasible approach for solving financial derivatives on a quantum computer.
Explains fusion for Yang-Baxter equation and braid group.
problem Understanding algebras related to braid group, Yang-Baxter, and quantum groups.
method Introduces fusion procedure for Yang-Baxter equation.
result New examples of algebras: fused Hecke algebras.
This paper bridges Kahler geometry and quantum mechanics in lognormal statistical models.
problem Evolution of spectral curves in Siegel Jacobi space through Schrodinger equation.
method Kahler geometry induced on lognormal statistical manifold, Dombrowski's construction.
result Time-dependent Schrodinger equation with varying energy.
Paper introduces a new deep-learning method for quantum mechanics.
problem Simulating time-evolving Schrödinger equations efficiently.
method Generative diffusion models and stochastic mechanics.
result Significantly lower computational complexity compared to existing methods.
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…
Paper explores Monge-Ampère in deep learning and quantum geometry.
problem Understanding the Monge-Ampère equation in deep learning.
method Review of Boltzmann learning, connection to optimal transport, insights from quantum geometry, renormalization group flow.
result Space of covariance matrices in learning dynamics coincides with the CAH cone.
Writing the article-Time independent pricing of options in range bound markets; the question in the title came naturally to my mind. It is stated, in the above article, that in certain market conditions the stock price is subjected to an equation that exactly matches a time independent Schrodinger equation. The time in…
Geodesic flows on Kähler manifolds are quantum integrable when metrics are c-projectively equivalent.
problem Quantum integrability of geodesic flows on Kähler manifolds under c-projective equivalence.
method Construction of Poisson-commuting integrals of motion and their quantum counterparts.
result The geodesic flow's integrals of motion commute as quantum operators, leading to separation of variables in Schrödinger's equation.
Quantum computing speeds up pricing multi-asset derivatives.
problem Exponential growth in complexity for multi-asset derivatives pricing.
method Quantum algorithm based on quantum linear system algorithms for FDM.
result Exponential speedup in derivative pricing compared to classical methods.