关于量子模糊性和潜在的指数级计算速度解法

Eric Ghysels, Jack Morgan
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引用次数: 0

摘要

我们利用叠加和纠缠的量子特性,为一大类动态非线性资产定价模型制定了量子计算解决方案,这些算法在理论上比经典算法更有效率。资产定价的均衡解是量子态。我们引入了模糊性和模型/参数不确定性的量子决策理论基础,以处理模型选择问题。
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On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving
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. The equilibrium asset pricing solution is a quantum state. We introduce quantum decision-theoretic foundations of ambiguity and model/parameter uncertainty to deal with model selection.
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