3 papers
quant-ph2026
Gaussian Boson Sampling for Asset Clustering in Statistical Arbitrage Portfolios
Dayne Marcus Lopena, Daniel Buguks, Zhenghao Li +7
Gaussian Boson Sampling (GBS) provides a native photonic quantum heuristic for sampling dense subgraphs from adjacency matrices, offering a scalable physical approach to combinator…
quant-ph2025
Enhanced fill probability estimates in institutional algorithmic bond trading using statistical learning algorithms with quantum computers
Axel Ciceri, Austin Cottrell, Joshua Freeland +13
The estimation of fill probabilities for trade orders represents a key ingredient in the optimization of algorithmic trading strategies. It is bound by the complex dynamics of fina…
physics.comp-ph2025
Effects of the entropy source on Monte Carlo simulations
Anton Lebedev, Annika Möslein, Olha I. Yaman +2
In this paper we show how different sources of random numbers influence the outcomes of Monte Carlo simulations. We compare industry-standard pseudo-random number generators (PRNGs…