Corpus ID: 226965350

Application of deep quantum neural networks to finance

  title={Application of deep quantum neural networks to finance},
  author={T. Sakuma},
  journal={arXiv: Computational Finance},
  • T. Sakuma
  • Published 14 November 2020
  • Economics, Computer Science
  • arXiv: Computational Finance
Use of the deep quantum neural network proposed by Beer et al. (2020) could grant new perspectives on solving numerical problems arising in the field of finance. We discuss this potential in the context of simple experiments such as learning implied volatilites and differential machine proposed by Huge and Savine (2020). The deep quantum neural network is considered to be a promising candidate for developing highly powerful methods in finance. 

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