University of Leicester
Browse
2023HuangZPhD.pdf (1.01 MB)
Download file

Quantum Modelling and Data Analysis

Download (1.01 MB)
thesis
posted on 2023-03-06, 09:54 authored by Zhongting Huang

In financial market, financial data are treated as classical random variables. There are naive assumptions for such random variables: independent and identically distributed. However, these assumptions are not always true for sample data. This thesis applies quantum mechanics in data analysing. The aim is to treat data as quantum observables and they are not necessarily to be observed independently. Then, quantum observables are analysed with machine learning tools. With quantum mechanics, stochastic process can be modelled with dependent jumps .

History

Supervisor(s)

Sergey Utev

Date of award

2022-12-20

Author affiliation

Department of Mathematics

Awarding institution

University of Leicester

Qualification level

  • Doctoral

Qualification name

  • PhD

Language

en