Time series generation for option pricing on quantum computers using tensor network

By Nozomu Kobayashi, Yoshiyuki Suimon, Koichi Miyamoto

Published 2024-02-28

Everscope rating

1396.5

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Matrix Product State (MPS). Problem types: Time Series Forecasting, Generative Modeling, Option Pricing.

arXiv:2402.17148 · Paper rankings

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