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20122026
most citedQuLTSF: Long-Term Time Series Forecasting with Quantum Machine Learning

8 citations · 8 across the 8 of their papers we have counts for

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Showing 2023Show all

2 papers · 1 filter

math.OC2023

Sensitivity of robust optimization problems under drift and volatility uncertainty

Daniel Bartl, Ariel Neufeld, Kyunghyun Park

We examine optimization problems in which an investor has the opportunity to trade in stocks with the goal of maximizing her worst-case cost of cumulative gains and losses. Her…

quant-ph2023

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…