MODELLING UNCERTAIN VOLATILITY USING QUANTUM STOCHASTIC CALCULUS: UNITARY VS NON-UNITARY TIME EVOLUTION

By WILL HICKS

Rating

1174
Battle Count: 289

Relevance

7/10
Provides a novel theoretical framework for modeling uncertain volatility, which is highly relevant to quantitative trading, especially in options and derivatives markets

Implementation Complexity

9/10
Requires deep understanding of both quantum mechanics and financial mathematics, as well as potential development of new computational tools

Reproducibility

3/5
Theoretical framework provided, but no specific implementation details or code

About this paper

Methodology: Quantum Stochastic Calculus. Problem types: Time Series Forecasting, Risk Management.

The interactive Everscope explorer (charts, battles, favorites) loads below.