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q-fin.PR2024
On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models
Eric Ghysels, Jack Morgan
We formulate quantum computing solutions to a large class of dynamic nonlinear asset pricing models using algorithms, in theory exponentially more efficient than classical ones, wh…
quant-ph2024
An Enhanced Hybrid HHL Algorithm
Jack Morgan, Eric Ghysels, Hamed Mohammadbagherpoor
We present a classical enhancement to improve the accuracy of the Hybrid variant (Hybrid HHL) of the quantum algorithm for solving linear systems of equations proposed by Harrow, H…