5 papers
Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization
Vincent Gurgul, Ying Chen, Stefan Lessmann
This paper presents a Quantum Reinforcement Learning (QRL) solution to the dynamic portfolio optimization problem based on Variational Quantum Circuits. The implemented QRL approac…
From Coverage to Prestige: A Comprehensive Assessment of Large-Scale Scientometric Data
Guoyang Rong, Ying Chen, Thorsten Koch +1
As research in the Scientometric deepens, the impact of data quality on research outcomes has garnered increasing attention. This study, based on Web of Science (WoS) and Crossref…
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions
Ying Chen, Thorsten Koch, Hanqiu Peng +1
Quantum computing is poised to transform the financial industry, yet its advantages over traditional methods have not been evidenced. As this technology rapidly evolves, benchmarki…
Hybrid Quantum Neural Networks with Amplitude Encoding: Advancing Recovery Rate Predictions
Ying Chen, Paul Griffin, Paolo Recchia +2
Recovery rate prediction plays a pivotal role in bond investment strategies by enhancing risk assessment, optimizing portfolio allocation, improving pricing accuracy, and supportin…
40 Years of Interdisciplinary Research: Phases, Origins, and Key Turning Points (1981-2020)
Guoyang Rong, Ying Chen, Feicheng Ma +1
This study examines the historical evolution of interdisciplinary research (IDR) over a 40-year period, focusing on its dynamic trends, phases, and key turning points. We apply tim…