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Published in 2019 at "Physical Review A"
DOI: 10.1103/physreva.99.060301
Abstract: A key problem in financial mathematics is the forecasting of financial crashes: if we perturb asset prices, will financial institutions fail on a massive scale? This was recently shown to be a computationally intractable (NP-Hard)…
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Keywords:
quantum computing;
financial crashes;
problem;
forecasting financial ... See more keywords