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A Quantum Generative Adversarial Network for Distributions by Amine Assouel; Antoine Jacquier; Alexei Kondratyev is a Computer Science article available to read on EtoBox.

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## Abstract 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.

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Author

Amine Assouel; Antoine Jacquier; Alexei Kondratyev

Publisher

Springer Science and Business Media LLC

Published

2022

Language

EN

Field

Computer Science (Physical Sciences)