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Conditional generative models for learning stochastic processes

delete2023-10-13
delete1
PRE
AI
S
Salvatore Certo *
A
Anh Tuan Pham
N
Nicolas Robles
A
Andrew Vlasic
DOI:10.1007/s42484-023-00129-wdelete
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摘要

摘要

En 中文
A framework to learn a multi-modal distribution is proposed, denoted as the conditional quantum generative adversarial network (C-qGAN). The neural network structure is strictly within a quantum circuit and, as a consequence, is shown to represent a more efficient state preparation procedure than current methods. This methodology has the potential to speed-up algorithms, such as the Monte Carlo analysis. In particular, after demonstrating the effectiveness of the network in the learning task, the technique is applied to price Asian option derivatives, providing the foundation for further research on other path-dependent options.
Keyword:
Conditional quantum generative models
Quantum machine learning
Brownian motion

期刊

Q
Quantum Machine Intelligence
IF:
4.4
论文数:
453
被引数:
796

机构

D
deloitte touche tohmatsu limited
学者数:
406
论文数: 271
被引数: 0
I
international business machines (ibm)
学者数:
5.7K
论文数: 4.5K
被引数: 4
I
ibm usa
学者数:
1.4K
论文数: 1.0K
被引数: 0
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