4 papers · 1 filter
On the Classical Shadow Nonparametric Bootstrap
Eric Ghysels, Jack Morgan
Classical shadows are an efficient method for constructing an approximate classical description of a quantum state using very few measurements. In the paper we propose to enhance c…
Nowcasting and aggregation: Why small Euro area countries matter
Andrii Babii, Luca Barbaglia, Eric Ghysels +1
The paper studies the nowcasting of Euro area Gross Domestic Product (GDP) growth using mixed data sampling machine learning panel data regressions with both standard macro release…
Improving Quantum Recurrent Neural Networks with Amplitude Encoding
Jack Morgan, Hamed Mohammadbagherpoor, Eric Ghysels
Recurrent Neural Networks (RNNs) are widely used to model complex temporal dependencies in sequential data. Quantum Recurrent Neural Networks (QRNNs) extend this idea to quantum ma…
On Quantum and Quantum-Inspired Maximum Likelihood Estimation and Filtering of Stochastic Volatility Models
Eric Ghysels, Jack Morgan, Hamed Mohammadbagherpoor
Stochastic volatility models are the backbone of financial engineering. We study both continuous time diffusions as well as discrete time models. We propose two novel approaches to…