Kubo, Kenji
- Quantum tangent kernel
2021/11/04 by Norihito Shirai, Shirai, Norihito, Kenji Kubo +5 · 3 citations
Computer Science · #FOS: Computer and information sciences #FOS: Physical sciences #Machine Learning (stat.ML) #Quantum Computing Algorithms and Architecture #Quantum Information and Cryptography #Quantum Physics (quant-ph) #Quantum-Dot Cellular Automata
- Pricing multi-asset derivatives by finite difference method on a quantum computer
2021/09/27 by Miyamoto, Koichi, Kubo, Kenji · 2 citations
#Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Physical sciences #Pricing of Securities (q-fin.PR) #Quantum Physics (quant-ph)
- Pricing multi-asset derivatives by variational quantum algorithms
2022/07/04 by Kenji Kubo, Koichi Miyamoto, Kubo, Kenji +5 · 1 citation
Computer Science · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Physical sciences #Financial Markets and Investment Strategies #Pricing of Securities (q-fin.PR) #Quantum Computing Algorithms and Architecture #Quantum Physics (quant-ph) #Stochastic processes and financial applications