1 citations · 1 across the 4 of their papers we have counts for
6 papers
Pricing of graph-based quantum portfolios from first principles
Daniel J. Spencer, Bin Cheng, Dinh-Long Vu +3
A central topic in economics and finance is the valuation of strategic games and bets, of investments providing uncertain future cashflows, and of other asset-like structures and c…
Reverse quantum state diffusion from differential geometry
Dinh-Long Vu, Patrick Rebentrost
Quantum state diffusion unravels a Lindblad master equation into stochastic trajectories of pure states. The ensemble of trajectories is described by a probability density on the m…
Quantum Weighted Moving Average for Predicting Limit Order Book Trends
Matthias Kamm, Dinh-Long Vu, Patrick Rebentrost
Can quantum computers be useful for forecasting multivariate financial time series? In this work, we consider the problem of predicting price trends from limit order book (LOB) dat…
Quantum Box-Muller Transform
Dinh-Long Vu, Hitomi Mori, Patrick Rebentrost
The Box-Muller transform is a widely used method to generate Gaussian samples from uniform samples. Quantum amplitude encoding methods encode the multi-variate normal distribution…
Low depth amplitude estimation without really trying
Dinh-Long Vu, Bin Cheng, Patrick Rebentrost
Standard quantum amplitude estimation algorithms provide quadratic speedup to Monte-Carlo simulations but require a circuit depth that scales as inverse of the estimation error. In…
Quantum Advantage for Multi-option Portfolio Pricing and Valuation Adjustments
Jeong Yu Han, Bin Cheng, Dinh-Long Vu +1
A critical problem in the financial world deals with the management of risk, from regulatory risk to portfolio risk. Many such problems involve the analysis of securities modelled…