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q-fin.PR2026
Quantum Kernels and the Cross-Section of Stock Returns: Anatomy of a Vanishing Advantage
Junchi Shen
Do quantum kernels improve cross-sectional stock return prediction? We run a controlled horse race on the Chinese A-share market in which a quantum fidelity kernel, a projected qua…
q-fin.PR2025
Conditional Deep Levy Models for Exotic Derivatives: History-Aware Path Generation and P-Q Payoff Diagnostics
Helin Zhao, Junchi Shen
We develop and audit a history-aware financial path generator based on Denoising Levy Probabilistic Models (DLPMs) for conditional equity-index path generation. The model combines…