Abstract
AbstractRecent advances in Quantum Computing have shown that, despite the absence of a fault-tolerant quantum computer so far, quantum techniques are providing exponential advantage over their classical counterparts. We develop a fully connected Quantum Generative Adversarial network and show how it can be applied in Mathematical Finance, with a particular focus on volatility modelling.
Funder
Engineering and Physical Sciences Research Council
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Artificial Intelligence,Computational Theory and Mathematics,Theoretical Computer Science,Software
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