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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.

168,657 papers · 148 categories

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48 results for quantum walks

We construct a new type of quantum walks on simplicial complexes as a natural extension of the well-known Szegedy walk on graphs. One can numerically observe that our proposing quantum walks possess linear spreading and localization as in the case of the Grover walk on lattices. Moreover, our numerical simulation sugge…

2015-07-05abs ↗pdf ↗

A quantum walk-based method for generating precise probability distributions efficiently.

problem Generating high-precision probability distributions for various applications.
method Integrates variational quantum circuits with split-step quantum walks to dynamically tune coin parameters and evolve quantum states.
result Achieves high simulation fidelity and reduces computational overhead compared to conventional methods.

Quantum walk algorithm optimizes quantum state preparation for financial simulations.

problem Efficiently loading classical data into quantum states for quantum computers.
method Split-step quantum walks (SSQW) to design parameterized quantum circuits (PQC).
result SSQW facilitates generating desired probability amplitude distributions for quantum simulations.

Quantum effects are known to provide an advantage in particle transfer across networks. In order to achieve this advantage, requirements on both a graph type and a quantum system coherence must be found. Here we show that the process of finding these requirements can be automated by learning from simulated examples. Th…

2020-01-15abs ↗pdf ↗

Quantum stochastic walks optimize portfolios by leveraging financial networks, improving Sharpe ratios and reducing turnover.

problem Optimizing portfolios in noisy financial markets with superior risk-adjusted returns.
method Embed assets in a weighted graph, using quantum stochastic walks to derive optimal portfolio weights from the stationary distribution.
result Quantum stochastic walks can lift Sharpe ratios by up to 27% and reduce turnover from 480% to 2-90%.

Using the Huynh and Le quantum determinant description of the colored Jones polynomial, we construct a new combinatorial description of the colored Jones polynomial in terms of walks along a braid. We then use this description to show that for a knot which is the closure of a positive braid, the first N coefficients of…

2011-01-20abs ↗pdf ↗

Hybrid classical-quantum framework optimizes portfolio rebalancing with reduced transaction costs.

problem Optimizing portfolio rebalancing with reduced transaction costs and lookahead bias.
method Combining Ledoit-Wolf shrinkage covariance estimation, hierarchical correlation clustering, entropy-regularised Genetic Algorithm, minimum-variance and equal-weight benchmarks, QUBO formulation, and QAOA for solving the combinatorial optimisation problem.
result GA + QAOA strategy outperforms classical methods with reduced rebalances and transaction costs.

Modern approaches to stock pricing in quantitative finance are typically founded on the 'Black-Scholes model' and the underlying 'random walk hypothesis'. Empirical data indicate that this hypothesis works well in stable situations but, in abrupt transitions such as during an economical crisis, the random walk model fa…

2011-10-24abs ↗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.

This research connects quantum spectra of flag bundles to prime factorization of integers.

problem Understanding the quantum spectra of flag bundles and their relation to prime numbers.
method Functorial and inductive properties of vertical quantum cohomology, relating to analytic number theory.
result The degeneracy of the small vertical quantum spectrum of a Grassmann bundle is controlled by the prime factorization of ranks.

This paper introduces a new specialized algorithm for equilibrium Monte Carlo sampling of binary-valued systems, which allows for large moves in the state space. This is achieved by constructing self-avoiding walks (SAWs) in the state space. As a consequence, many bits are flipped in a single MCMC step. We name the alg…

2011-11-23abs ↗pdf ↗

This paper presents VEC-NBT, a variation on the unsupervised graph clustering technique VEC, which improves upon the performance of the original algorithm significantly for sparse graphs. VEC employs a novel application of the state-of-the-art word2vec model to embed a graph in Euclidean space via random walks on the n…

2017-08-26abs ↗pdf ↗

We propose and analyze two new MCMC sampling algorithms, the Vaidya walk and the John walk, for generating samples from the uniform distribution over a polytope. Both random walks are sampling algorithms derived from interior point methods. The former is based on volumetric-logarithmic barrier introduced by Vaidya wher…

2017-10-23abs ↗pdf ↗

The paper introduces walks with jumps for modeling neuron activity in hyperbolic space.

problem Encoding neuron activity sequences in hyperbolic space.
method Introducing walks with jumps in hyperbolic geometry to model neuron activity.
result Endpoints of walks with jumps do not fully encode the sequence of jump times.

Unified view on random walk and Weisfeiler-Leman kernels, improving accuracy.

problem Improving graph kernel methods for better classification accuracy.
method Define and analyze walk-based node refinement methods, relate to Weisfeiler-Leman test, and introduce new walk-based kernels.
result Walk-based kernels are as expressive as Weisfeiler-Leman subtree kernel but support non-strict neighborhood comparison.

Local limit theorem for random walks on hyperbolic groups with parabolic subgroups.

problem Analyzing the behavior of random walks on relatively hyperbolic groups.
method Study of convergent random walks with finite derivative of Green function at spectral radius.
result Proves a local limit theorem for the probability of returning to the origin.

Study diffusions and random walks on hyperbolic spaces, focusing on their Martin boundaries.

problem Understanding diffusions and random walks on hyperbolic spaces.
method Analyzing specific diffusions and random walks on hyperbolic spaces, examining their Martin boundaries.
result Characterized the Martin boundaries of diffusions and random walks on hyperbolic spaces.

Random walks on hyperbolic spaces show linear growth in translation lengths.

problem Investigate the growth of translation lengths in random walks on hyperbolic spaces.
method Prove linear growth without moment conditions and apply to Teichmüller spaces.
result Linear growth of translation lengths in random walks on hyperbolic spaces.

The paper examines random walks on metric spaces and finds commensurable subgroups.

problem Determining commensurable subgroups via stationary measures in metric spaces.
method Analyzing random walks on isometry groups of metric spaces with non-singular stationary measures.
result Subgroups generated by random walks are commensurable under mild conditions.

This work estimates edge weights of edge-reinforced random walks using observed data.

problem Statistical estimation of edge weights in edge-reinforced random walks.
method Proposes an estimator based on the generalized method of moments using the magic formula and hyperbolic Gaussian structure.
result Analyzes the sample complexity of the proposed estimator.

Deviation inequalities and limit laws for random walks on metric spaces.

problem Understanding random walks on metric spaces with contracting isometries.
method Adapting Gouëzel's pivotal time construction to establish deviation inequalities.
result Exponential bounds and limit laws for random walks on mapping class groups and CAT(0) spaces.

Random walks on Fuchsian Schottky groups have harmonic measures with lower dimension.

problem Understanding the dimensionality of harmonic measures for random walks.
method Analyzing finite range random walks on Fuchsian Schottky groups.
result Harmonic measures have dimension strictly less than the limit set's Hausdorff dimension.

UniNet efficiently learns network representations from large graphs.

problem Efficiently learning network representations from large graphs.
method Metropolis-Hastings sampling for efficient edge sampling and random walk model abstraction.
result UniNet outperforms existing NRL models on billion-edge networks.

We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochastic walks display slowly-decaying autocorrelation functions. The relation between these correlated walks and the well-kno…

2008-06-19abs ↗pdf ↗

We introduce the geodesic walk for sampling Riemannian manifolds and apply it to the problem of generating uniform random points from polytopes in R^n specified by m inequalities. The walk is a discrete-time simulation of a stochastic differential equation (SDE) on the Riemannian manifold equipped with the metric induc…

2016-06-15abs ↗pdf ↗

Hypergraphs are used in machine learning to model higher-order relationships in data. While spectral methods for graphs are well-established, spectral theory for hypergraphs remains an active area of research. In this paper, we use random walks to develop a spectral theory for hypergraphs with edge-dependent vertex wei…

2019-05-20abs ↗pdf ↗