{"title":"关于量子模糊性和潜在的指数级计算速度解法","authors":"Eric Ghysels, Jack Morgan","doi":"arxiv-2405.01479","DOIUrl":null,"url":null,"abstract":"We formulate quantum computing solutions to a large class of dynamic\nnonlinear asset pricing models using algorithms, in theory exponentially more\nefficient than classical ones, which leverage the quantum properties of\nsuperposition and entanglement. The equilibrium asset pricing solution is a\nquantum state. We introduce quantum decision-theoretic foundations of ambiguity\nand model/parameter uncertainty to deal with model selection.","PeriodicalId":501355,"journal":{"name":"arXiv - QuantFin - Pricing of Securities","volume":"17 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving\",\"authors\":\"Eric Ghysels, Jack Morgan\",\"doi\":\"arxiv-2405.01479\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We formulate quantum computing solutions to a large class of dynamic\\nnonlinear asset pricing models using algorithms, in theory exponentially more\\nefficient than classical ones, which leverage the quantum properties of\\nsuperposition and entanglement. The equilibrium asset pricing solution is a\\nquantum state. We introduce quantum decision-theoretic foundations of ambiguity\\nand model/parameter uncertainty to deal with model selection.\",\"PeriodicalId\":501355,\"journal\":{\"name\":\"arXiv - QuantFin - Pricing of Securities\",\"volume\":\"17 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-05-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - QuantFin - Pricing of Securities\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2405.01479\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - QuantFin - Pricing of Securities","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2405.01479","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.