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arXiv research

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.

169,341 papers · 148 categories

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98196293391 · May 202619922001200920182026
48 results for quantum statistical mechanics

New method uses quantum annealing and VAN for better statistical mechanics calculations.

problem Difficulty in computing partition function in statistical mechanics.
method Combines quantum annealing samples with variational autoregressive networks.
result Enhanced accuracy in finite-size Sherrington-Kirkpatrick model.

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.

Quantum tech speeds up financial risk assessment.

problem Improving credit valuation adjustments using quantum mechanics.
method Developed a quantum algorithm using Bayesian quantum amplitude estimation and engineered likelihood functions.
result Significant speedup in quantum computations for CVA over classical methods.

Exponential families are a particular class of statistical manifolds which are particularly important in statistical inference, and which appear very frequently in statistics. For example, the set of normal distributions, with mean μ and deviation σ, form a 2-dimensional exponential family. In this paper, we show that …

2012-03-09abs ↗pdf ↗

By analyzing the relationships between a socioeconomical system modeled through evolutionary game theory and a physical system modeled through quantum mechanics we show how although both systems are described through two theories apparently different both are analogous and thus exactly equivalents. The extensions of qu…

2007-04-30abs ↗pdf ↗

Quantum method improves CVaR evaluation under correlated fields.

problem Accurately evaluating CVaR in high-dimensional, correlated material uncertainty.
method Quantum-enhanced inference framework using stabilized IQAE.
result Quantum method achieves lower oracle complexity than classical methods.

New method combines deep learning and quantum mechanics for efficient molecular statistics.

problem Computational expense in extracting statistics from molecular systems.
method Adaptive Markov chain Monte Carlo with Normalizing Flow and MLP for quantum accuracy.
result Rapid convergence to Boltzmann distribution and accurate thermodynamic observables.

We analyze the relationships between game theory and quantum mechanics and the extensions to statistical physics and information theory. We use certain quantization relationships to assign quantum states to the strategies of a player. These quantum states are contained in a density operator which describes the new quan…

2006-09-11abs ↗pdf ↗

Quantum model captures rare financial events not seen by Gaussian statistics.

problem Underestimation of rare financial events by Gaussian statistics.
method Quantum Bohmian Mechanics applied to multifractal random walk (MRW) models.
result Rare financial events generate a potential barrier in quantum potentials.

Quantum neural networks model financial markets with turbulence and excess kurtosis.

problem Modeling financial market dynamics with complexity and turbulence.
method Integrates quantum computation and artificial neural networks to simulate market models.
result Simulation of financial markets shows turbulence and excess kurtosis in returns distributions.

Unified framework for robust causal directionality in quantum systems under MNAR observation.

problem Determining causal directionality in quantum systems under MNAR observation.
method Integrates CVAE-based latent constraints, MNAR-aware selection models, GEE-stabilized regression, penalized empirical likelihood, and Bayesian optimization.
result Achieves lower bias and variance, near-nominal coverage, and superior quantum-specific diagnostics.

We analyze complexity of financial (and general economic) processes by comparing classical and quantum-like models for randomness. Our analysis implies that it might be that a quantum-like probabilistic description is more natural for financial market than the classical one. A part of our analysis is devoted to study t…

2007-04-22abs ↗pdf ↗

We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of transition from a given value of the {\em portfolio} of a certain trader to a differ…

2009-07-15abs ↗pdf ↗

Develops a complexity measure for neural networks based on quantum statistical mechanics.

problem Understanding the relationship between neural network structure and generalization ability.
method Introduces Periodic Spectral Ergodicity (PSE) and cascading PSE (cPSE) to quantify neural network complexity.
result Demonstrates the effectiveness of cPSE in quantifying complexity and guiding NAS.

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…

2013-12-11abs ↗pdf ↗

Study topological quantum mechanics on orbifolds with geometric interpretation.

problem Quantum mechanical models on symplectic orbifolds.
method Explicit orbifold version of quantum HKR map and exact semi-classical approximation.
result Geometric and quantum field theoretic interpretation of orbifold algebraic index.

Functional integrals explain quantum mechanics and field theory.

problem Explaining quantum mechanics and field theory using functional integrals.
method Describes Feynman's path integral approach to quantum mechanics and field theory.
result Equivalence of path integral formalism to classical mechanics and quantum mechanics.

New quantum states capture more information, enabling advanced processing tasks.

problem Quantum information processing challenges with limited statistical information.
method Introducing Random-Coefficient Pure States (RCPS) and exploiting their higher-order statistics.
result RCPS provide richer information than density operators, enabling new quantum tasks.

Paper derives quantum Kolmogorov equations using nonlocal quantum mechanics.

problem Quantum finance equations derived from quantum stochastic calculus.
method Nonlocal approach to quantum mechanics for deriving equations.
result Nonlocal diffusions and quantum stochastic processes linked.
Quantum Econophysicsphysics.soc-ph

The relationships between game theory and quantum mechanics let us propose certain quantization relationships through which we could describe and understand not only quantum but also classical, evolutionary and the biological systems that were described before through the replicator dynamics. Quantum mechanics could be…

2006-09-28abs ↗pdf ↗

The submanifold quantum mechanics was opened by Jensen and Koppe (Ann. Phys. {\bf 63} (1971) 586-591) and has been studied for these three decades. This article gives its more algebraic definition and show what is the essential of the submanifold quantum mechanics from an algebraic viewpoint.

2003-05-04abs ↗pdf ↗

Paper reviews algebraic research in machine learning theory.

problem Understanding phase transitions in machine learning models.
method Algebraic approaches in statistical mechanics.
result Algebraic methods are essential for analyzing machine learning models with singularities.

Study finds spurious correlations in LIBOR rates due to bank manipulation.

problem Identifying spurious correlations in LIBOR rates caused by bank manipulation.
method Wigner-Ville function analysis borrowed from quantum mechanics and signal processing.
result Serial correlations in LIBOR rates cannot be explained by differences in bank credit qualities or domicile governments.

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.

A weak law of large numbers is established for a sequence of systems of N classical point particles with logarithmic pair potential in $\bbR^n$, or $\bbS^n$, $n\in \bbN$, which are distributed according to the configurational microcanonical measure δ(EH)δ(E-H), or rather some regularization thereof, where H is the configu…

2000-02-22abs ↗pdf ↗

Quantum probability metrics improve distribution comparison in high dimensions.

problem Challenges in comparing probability distributions, especially in high-dimensional and non-compact domains.
method Quantum probability metrics (QPMs) derived from quantum state spaces, overcoming limitations of MMD.
result QPMs offer enhanced sensitivity to subtle distributional differences in high dimensions and improve performance in generative modeling.