3 papers
quant-ph2026
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…
quant-ph2026
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…
quant-ph2024
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…