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quant-ph2026
Quantum Monte Carlo algorithm for option pricing and its complexity analysis
Jianjun Chen, Yongming Li, Ariel Neufeld
In this paper we provide a quantum Monte Carlo algorithm to solve multidimensional Black-Scholes PDEs with correlation for option pricing. The payoff function of the option is of g…
quant-ph2025
QuLTSF: Long-Term Time Series Forecasting with Quantum Machine Learning
Hari Hara Suthan Chittoor, Paul Robert Griffin, Ariel Neufeld +2
Long-term time series forecasting (LTSF) involves predicting a large number of future values of a time series based on the past values. This is an essential task in a wide range of…