7 citations · 7 across the 2 of their papers we have counts for
5 papers
Quantum Circuit Learning for Volatility Modeling: Multifractal Analysis of Realized Volatility Time Series
Tetsuya Takaishi
Herein, we propose a quantum circuit learning framework for modeling the realized volatility (RV) of Bitcoin and investigate the statistical properties of the predicted time series…
The Impact of Trump-Era Tariffs on Financial Market Efficiency
Tetsuya Takaishi
This study examines the effects of Trump-era tariffs on financial market efficiency by applying multifractal detrended fluctuation analysis to the return and absolute return time s…
Volatility time series modeling by single-qubit quantum circuit learning
Tetsuya Takaishi
We employ single-qubit quantum circuit learning (QCL) to model the dynamics of volatility time series. To assess its effectiveness, we generate synthetic data using the Rational GA…
Multifractality and sample size influence on Bitcoin volatility patterns
Tetsuya Takaishi
The finite sample effect on the Hurst exponent (HE) of realized volatility time series is examined using Bitcoin data. This study finds that the HE decreases as the sampling period…
Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets
Tetsuya Takaishi
This study examines the impact of the coronavirus disease 2019 (COVID-19) pandemic on market efficiency by analyzing three time series -- price returns, absolute returns, and volat…