3 papers
q-fin.TR2024
Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
Lars Fluri, A. Ege Yilmaz, Denis Bieri +2
This research investigates liquidity dynamics in fractional ownership markets, focusing on illiquid alternative investments traded on a FinTech platform. By leveraging empirical da…
quant-ph2024
Applications of Quantum Machine Learning for Quantitative Finance
Piotr Mironowicz, Akshata Shenoy H., Antonio Mandarino +2
Machine learning and quantum machine learning (QML) have gained significant importance, as they offer powerful tools for tackling complex computational problems across various doma…
q-fin.CP2023
Grover Search for Portfolio Selection
A. Ege Yilmaz, Stefan Stettler, Thomas Ankenbrand +1
We present explicit oracles designed to be used in Grover's algorithm to match investor preferences. Specifically, the oracles select portfolios with returns and standard deviation…