Search Results for author: Yoshiyuki Suimon

Found 2 papers, 0 papers with code

Time series generation for option pricing on quantum computers using tensor network

no code implementations27 Feb 2024 Nozomu Kobayashi, Yoshiyuki Suimon, Koichi Miyamoto

To validate our approach, taking the Heston model as a target, we conduct numerical experiments to generate time series in the model.

Time Series Time Series Generation

The cross-sectional stock return predictions via quantum neural network and tensor network

no code implementations25 Apr 2023 Nozomu Kobayashi, Yoshiyuki Suimon, Koichi Miyamoto, Kosuke Mitarai

In this paper, we investigate the application of quantum and quantum-inspired machine learning algorithms to stock return predictions.

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