A Quantum Generative Adversarial Network for distributions

Amine Assouel, Antoine Jacquier and Alexei Kondratyev

Papers from arXiv.org

Abstract: Generative Adversarial Networks are becoming a fundamental tool in Machine Learning, in particular in the context of improving the stability of deep neural networks. At the same time, recent advances in Quantum Computing have shown that, despite the absence of a fault-tolerant quantum computer so far, quantum techniques are providing exponential advantage over their classical counterparts. We develop a fully connected Quantum Generative Adversarial network and show how it can be applied in Mathematical Finance, with a particular focus on volatility modelling.

Date: 2021-10
New Economics Papers: this item is included in nep-big and nep-cmp
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