5 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…
Improving Quantum Recurrent Neural Networks with Amplitude Encoding
Jack Morgan, Hamed Mohammadbagherpoor, Eric Ghysels
Quantum machine learning holds promise for advancing time series forecasting. The Quantum Recurrent Neural Network (QRNN), inspired by classical RNNs, encodes temporal data into qu…
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…
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…
Quantum Computational Algorithms for Derivative Pricing and Credit Risk in a Regime Switching Economy
Eric Ghysels, Jack Morgan, Hamed Mohammadbagherpoor
Quantum computers are not yet up to the task of providing computational advantages for practical stochastic diffusion models commonly used by financial analysts. In this paper we i…