Mironowicz et al., 2024 - Google Patents
Applications of quantum machine learning for quantitative financeMironowicz et al., 2024
View PDF- Document ID
- 16957024991275372043
- Author
- Mironowicz P
- Mandarino A
- Yilmaz A
- Ankenbrand T
- et al.
- Publication year
- Publication venue
- arXiv preprint arXiv:2405.10119
External Links
Snippet
Machine learning and quantum machine learning (QML) have gained significant importance, as they offer powerful tools for tackling complex computational problems across various domains. This work gives an extensive overview of QML uses in quantitative finance …
- 238000010801 machine learning 0 title abstract description 72
Classifications
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N99/00—Subject matter not provided for in other groups of this subclass
- G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
- G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
- G06K9/62—Methods or arrangements for recognition using electronic means
- G06K9/6217—Design or setup of recognition systems and techniques; Extraction of features in feature space; Clustering techniques; Blind source separation
- G06K9/6232—Extracting features by transforming the feature space, e.g. multidimensional scaling; Mappings, e.g. subspace methods
- G06K9/6247—Extracting features by transforming the feature space, e.g. multidimensional scaling; Mappings, e.g. subspace methods based on an approximation criterion, e.g. principal component analysis
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N3/00—Computer systems based on biological models
- G06N3/02—Computer systems based on biological models using neural network models
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
- G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q20/00—Payment architectures, schemes or protocols
- G06Q20/38—Payment protocols; Details thereof
- G06Q20/40—Authorisation, e.g. identification of payer or payee, verification of customer or shop credentials; Review and approval of payers, e.g. check credit lines or negative lists
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
- G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
- G06K9/62—Methods or arrangements for recognition using electronic means
- G06K9/6267—Classification techniques
- G06K9/6268—Classification techniques relating to the classification paradigm, e.g. parametric or non-parametric approaches
- G06K9/6269—Classification techniques relating to the classification paradigm, e.g. parametric or non-parametric approaches based on the distance between the decision surface and training patterns lying on the boundary of the class cluster, e.g. support vector machines
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Exchange, e.g. stocks, commodities, derivatives or currency exchange
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
- G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
- G06K9/62—Methods or arrangements for recognition using electronic means
- G06K9/6267—Classification techniques
- G06K9/6279—Classification techniques relating to the number of classes
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q10/00—Administration; Management
- G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
- G06Q10/063—Operations research or analysis
- G06Q10/0635—Risk analysis
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N5/00—Computer systems utilising knowledge based models
- G06N5/04—Inference methods or devices
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/08—Insurance, e.g. risk analysis or pensions
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N5/00—Computer systems utilising knowledge based models
- G06N5/02—Knowledge representation
- G06N5/022—Knowledge engineering, knowledge acquisition
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q30/00—Commerce, e.g. shopping or e-commerce
- G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
- G06Q30/0202—Market predictions or demand forecasting
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q50/00—Systems or methods specially adapted for a specific business sector, e.g. utilities or tourism
- G06Q50/01—Social networking
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06F—ELECTRICAL DIGITAL DATA PROCESSING
- G06F15/00—Digital computers in general; Data processing equipment in general
- G06F15/18—Digital computers in general; Data processing equipment in general in which a programme is changed according to experience gained by the computer itself during a complete run; Learning machines
Similar Documents
Publication | Publication Date | Title |
---|---|---|
Herman et al. | A survey of quantum computing for finance | |
Bhandari et al. | Predicting stock market index using LSTM | |
Chopra et al. | Application of artificial intelligence in stock market forecasting: a critique, review, and research agenda | |
Pistoia et al. | Quantum machine learning for finance ICCAD special session paper | |
Kim et al. | A corporate credit rating model using multi-class support vector machines with an ordinal pairwise partitioning approach | |
Nayak et al. | Estimating stock closing indices using a GA-weighted condensed polynomial neural network | |
Koshiyama et al. | Algorithms in future capital markets | |
Radovanovic et al. | The evaluation of bankruptcy prediction models based on socio-economic costs | |
Padhi et al. | An intelligent fusion model with portfolio selection and machine learning for stock market prediction | |
Khosravi et al. | Novel insights into the modeling financial time-series through machine learning methods: Evidence from the cryptocurrency market | |
Mironowicz et al. | Applications of quantum machine learning for quantitative finance | |
Koshiyama et al. | Algorithms in future capital markets: A survey on AI, ML and associated algorithms in capital markets | |
Sakhare et al. | Technical Analysis Based Prediction of Stock Market Trading Strategies Using Deep Learning and Machine Learning Algorithms | |
Mohammadi | Currency exchange rate forecasting using machine learning techniques | |
Rao et al. | Innovative Deep Learning Model-based Stock Price Prediction using a Hybrid Approach of CNN and Gradient Recurrent Unit | |
Asokan | A study of forecasts in financial time series using machine learning methods | |
Manjunath et al. | A review of stock market analysis approaches and forecasting techniques | |
Banerjee et al. | Stock market prediction | |
Singh et al. | Transforming the financial industry through machine and deep learning innovations | |
Rostamian | Applications of Deep Learning Models in Financial Forecasting | |
Aggarwal et al. | Forecasting of S&P 500 ESG index by using CEEMDAN and LSTM approach | |
Jayasuriya | Predictability of Financial Markets in ASEAN Countries using Machine Learning Techniques | |
Alaminos et al. | Managing extreme cryptocurrency volatility in algorithmic trading: EGARCH via genetic algorithms and neural networks. | |
Guidolin | Machine Learning in Portfolio Decisions | |
Braho | Stock Price Prediction with LSTM Ensembles |