Quantum-Inspired Tensor Neural Networks for Option Pricing
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Author(s):
Raj G. Patel, Chia-Wei Hsing, Serkan Sahin, Samuel Palmer, Saeed S. Jahromi, Shivam Sharma, Tomas Dominguez, Kris Tziritas, Christophe Michel, Vincent Porte, Mustafa Abid, Stephane Aubert, Pierre Castellani, Samuel Mugel, Roman Orus
Published in:
ISSN 2331-8422
Publisher:
arXiv Cornell Tech
DOI:
10.48550/ARXIV.2212.14076
Encoding of Probability Distributions for Quantum Monte Carlo Using Tensor Networks
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Author(s):
Antonio Pereira, Alba Villarino, Aser Cortines, Samuel Mugel, Roman Orus, Victor Leme Beltran, J.V.S. Scursulim, Samurai Brito
Publisher:
ArXiv
DOI:
10.48550/ARXIV.2411.11660
Application of Tensor Neural Networks to Pricing Bermudan Swaptions
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Author(s):
Raj G. Patel, Tomas Dominguez, Mohammad Dib, Samuel Palmer, Andrea Cadarso, Fernando De Lope Contreras, Abdelkader Ratnani, Francisco Gomez Casanova, Senaida Hernández-Santana, Álvaro Díaz-Fernández, Eva Andrés, Jorge Luis-Hita, Escolástico Sánchez-Martín
Published in:
ISSN 2331-8422
Publisher:
arXiv (Cornell Tech)
DOI:
10.48550/ARXIV.2304.09750
