Quantum-Inspired Tensor Neural Networks for Option Pricing

arXiv:2212.14076v2 Announce Type: replace-cross
Abstract: Recent advances in deep learning have enabled us to address the curse of dimensionality (COD) by solving problems in higher dimensions. A subset of such approaches of addressing the COD has led us to solving high-dimensional PDEs. This has resulted in opening doors to solving a variety of real-world problems ranging from mathematical finance to stochastic control for industrial applications. Although feasible, these deep learning methods are still constrained by training time and memory. Tackling …

abstract advances arxiv cs.ce cs.lg deep learning dimensionality dimensions networks neural networks pricing q-fin.pr quant-ph quantum tensor the curse of dimensionality type