8 citations · 8 across the 8 of their papers we have counts for
3 papers · 1 filter
Quantum-Enhanced Inference of Conditional Future Probabilities with Reduced Memory Cost
Jianjun Chen, Akshat Gupta, Chengran Yang +4
Many potential future events have devastating consequences, from the onset of earthquakes to financial black swan events. Accurate predictions of their probability of occurrence ar…
QuLTSF: Long-Term Time Series Forecasting with Quantum Machine Learning
Hari Hara Suthan Chittoor, Paul Robert Griffin, Ariel Neufeld +2
Long-term time series forecasting (LTSF) involves predicting a large number of future values of a time series based on the past values. This is an essential task in a wide range of…
Quantum Monte Carlo algorithm for option pricing and its complexity analysis
Jianjun Chen, Yongming Li, Ariel Neufeld
In this paper we provide a quantum Monte Carlo algorithm to solve multidimensional Black-Scholes PDEs with correlation for option pricing. The payoff function of the option is of g…