3 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.ST2025
Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks
Stijn De Backer, Luis E. C. Rocha, Jan Ryckebusch +1
The analysis of logarithmic return distributions defined over large time scales is crucial for understanding the long-term dynamics of asset price movements. For large time scales…
q-fin.ST2024★ 3 cited
On the potential of quantum walks for modeling financial return distributions
Stijn De Backer, Luis E. C. Rocha, Jan Ryckebusch +1
Accurate modeling of the temporal evolution of asset prices is crucial for understanding financial markets. We explore the potential of discrete-time quantum walks to model the evo…