Výsledky vyhledávání - "MORGAN, JACK A."

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On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models

Autor: Ghysels, Eric, Morgan, Jack

We formulate quantum computing solutions to a large class of dynamic nonlinear asset pricing models using algorithms, in theory exponentially more efficient than classical ones, which leverage the quantum properties of superposition and entanglement.

Externí odkaz: http://arxiv.org/abs/2405.01479

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An Enhanced Hybrid HHL Algorithm

Autor: Morgan, Jack, Ghysels, Eric, Mohammadbagherpoor, Hamed

We present a classical enhancement to improve the accuracy of the Hybrid variant (Hybrid HHL) of the quantum algorithm for solving linear systems of equations proposed by Harrow, Hassidim, and Lloyd (HHL). We achieve this by using higher precision qu

Externí odkaz: http://arxiv.org/abs/2404.10103

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Quantum Computational Algorithms for Derivative Pricing and Credit Risk in a Regime Switching Economy

Autor: Ghysels, Eric, Morgan, Jack, Mohammadbagherpoor, Hamed

Quantum computers are not yet up to the task of providing computational advantages for practical stochastic diffusion models commonly used by financial analysts. In this paper we introduce a class of stochastic processes that are both realistic in te

Externí odkaz: http://arxiv.org/abs/2311.00825

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