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A quantum generative adversarial network for distributions
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DOI：10.1007/s42484-022-00083-z.png)
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Recent 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.
Keyword:
Quantum computing
GAN
Quantum phase estimation
SVI
Volatility
期刊
Q
IF:
4.4
论文数:
451
被引数:
796
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