4 citations · 7 across the 3 of their papers we have counts for
3 papers
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…
Social clustering reinforces external influence on the majority opinion model
Niels Van Santen, Jan Ryckebusch, Luis E. C. Rocha
Public opinion is subject to peer interaction via social networks and external pressure from the media, advertising, and other actors. In this paper, we study the interaction betwe…
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…