|
1
|
Financial markets (risk, crisis, time series predictions)
|
43
|
Aboussalah, AM; Chi, C; Lee, CG (2023); Alcazar, J; Leyton-Ortega, V; Perdomo-Ortiz, A (2020); An, D et al (2021); Araújo R.D.A., De Oliveira A.L.I., Soares S.C.B. (2010a); Araujo, R.D.A.; de Oliveira, A.L.I.; Soares, S.C.B. (2010b); Arraut, I; Au, A; Tse, ACB (2020); Baaquie, B.E. (2007); Bai, L et al (2020); Barad, G (2012); Chang B.R., Tsai H.F. (2006a); Chang, B.R.; Tsai, HF (2006b); Chang, BR; Tsai, HF (2009); Cruz, P; Cruz, H (2020); Ding, YC et al (2023); Gomez, A et al (2022); Goncalves, CP (2011); Griffin, P; Sampat, R (2021); Hanauske, M et al (2010); Henkel, C (2017); Hwang J.H. (2015); Kaneko, K et al (2021); Kim, MJ et al (2011); Manjunath C., Marimuthu B., Ghosh B. (2023); Mugel S., Lizaso E., Orús R. (2020); Nastasiuk, VA (2014); Nastasiuk, VA (2015); Orús R., Mugel S., Lizaso E. (2019); Orus, R; Mugel, S; Lizaso, E (2018); Paquet, E; Soleymani, F (2022); Racorean O. (2013); Romero J.M., Lavana U., Miranda E.M. (2014); Schaden, M (2002); Wang, CF; Yang, YK; Xu, LL; Wong, A (2023); Wilkens, S; Moorhouse, J (2023); |
| Financial Time Series Forecasting |
14 |
| Volatility models, price volatility, The Greeks, volatility clustering effect, chaotic volatility |
10 |
| Systematic risk, risk management, value at risk (VaR), financial risk, risk analysis |
7 |
| Financial shock, financial crisis, prediction of financial crashes |
5 |
| NGARCH Composite Model (nonlinear type of generalized autoregressive |
2 |
| Dynamic Time Warping (DTW) |
2 |
| Other topics (Random Walk Dilemma, Time Phase Distortions Adjustment, Generative models) |
3 |
|
2
|
Models for financial derivatives
|
65
|
An, D et al (2021); Araújo R.D.A., De Oliveira A.L.I., Soares S.C.B. (2010a); Araujo, R.D.A.; de Oliveira, A.L.I.; Soares, S.C.B. (2010b); Baaquie B.E. (2008a); Baaquie, B.E. (2018); Baaquie, B.E. (2007); Baaquie, B.E. (2013); Baaquie, B.E. (2010); Baaquie, B.E. (2009); Baaquie, B.E. (2008b); Baaquie, BE; Du, X; Tang, P; Cao, Y (2014); Baaquie, BE; Liang, C (2007a); Baaquie, BE; Liang, C (2007b); Baaquie, BE; Pan, T (2011); Baaquie, BE; Tang, P (2012); Baaquie, BE; Yang, C (2009); Baaquie, BE; Yu, M; Bhanap, J (2018); Bagheri, A; Peyhani, HM; Akbari, M (2014); Barad, G (2012); Darbyshire, P (2005); Doriguello J.F. et al (2022); Fernandez-Lorenzo, S; Porras, D; Garcia-Ripoll, JJ (2021); Fontanela, F; Jacquier, A; Oumgari, M (2019); Gomez, A et al (2022); Hellstem, G (2021); Ingber L. (2015); Khrennikov, A (2007); Kim, MJ et al (2011); Manjunath C., Marimuthu B., Ghosh B. (2023); Martin, A et al (2019); Melnyk S.I., Tuluzov I.G. (2008); Orús R., Mugel S., Lizaso E. (2019); Paquet, E; Soleymani, F (2022); Rebentrost, P; Gupt, B; Bromley, TR (2018); Romero, JM; Miranda, EM; Lavana, U (2014); Stamatopoulos, N et al (2021); Wilkens, S; Moorhouse, J (2023); |
| Interest rate options, interest rate swap, swap options, Libor, forward interest rate, accrual swap, caplet |
13 |
Hybrid model
|
11 |
| European options on coupon bonds, index-linked coupon bonds, American options on coupon bond |
10 |
Financial Derivatives
|
9 |
Option pricing model
|
8 |
| Heath, Jarrow and Morton (HJM) model |
3 |
Barrier options
|
3 |
| BGM–Jamshidian model |
2 |
| Black’s caplet formula |
2 |
| Other topics (sukuk, options on stocks, automatic differentiation, options on foreign exchange) |
4 |
|
3
|
Financial mathematics
|
68
|
An, D et al (2021); Arraut, I; Au, A; Tse, ACB (2020); Arraut, I; Marques, JAL; Gomes, S (2021); Baaquie, B.E. (2018); Baaquie, B.E. (2009); Baaquie, B.E. (2008b); Baaquie, BE; Du, X; Tang, P; Cao, Y (2014); Bagheri, A; Peyhani, HM; Akbari, M (2014); Barad, G (2012); Biesner, D et al (2022); Cruz, P; Cruz, H (2020); Darbyshire, P (2005); Doriguello J.F. et al (2022); Farinelli S., Takada H. (2022); Fontanela, F; Jacquier, A; Oumgari, M (2019); Gomez, A et al (2022); Haven E. (2007); Henkel, C (2017); Kaneko, K et al (2021); Martin, A et al (2019); Melnyk S.I., Tuluzov I.G. (2008); Nastasiuk, VA (2014); Nastasiuk, VA (2015); Orús R., Mugel S., Lizaso E. (2019); Orus, R; Mugel, S; Lizaso, E (2018); Racorean O. (2013); Rebentrost, P; Gupt, B; Bromley, TR (2018); Romero J.M., Lavana U., Miranda E.M. (2014); Romero, JM; Miranda, EM; Lavana, U (2014); Schaden, M (2002); Stamatopoulos, N et al (2021); Tahmasebi, F et al (2015); Tang, YH et al (2022); Yaghobipour, S; Yarahmadi, M (2018); Yaghobipour, S; Yarahmadi, M (2020); Yeşiltaş Ö. (2023) |
| Black—Scholes equations, Black-Scholes Quantum formula |
13 |
Hamiltonian approach
|
13 |
Monte Carlo methods
|
12 |
| Schrodinger Equation |
8 |
| Stochastic differential equations (SDEs), stochastic Taylor expansion, Ito calculus |
6 |
| Martingale condition |
3 |
| Merton-Garman equations |
2 |
| Spontaneous symmetry breaking |
2 |
| Other topics (fractals, Fisher information approach, Hilbert Space, Poisson Jump Process, Hull-White model, Wavelet Transform (WT), Hopf algebra, Hamilton–Jacobi–Bellman (HJB) equation, subset sum) |
9 |
|
4
|
Quantum optimization techniques
|
20
|
Aboussalah, AM; Chi, C; Lee, CG (2023); Alcazar, J; Leyton-Ortega, V; Perdomo-Ortiz, A (2020); Bagheri, A; Peyhani, HM; Akbari, M (2014); Biesner, D et al (2022); Ding, YC et al (2023); Fernandez-Lorenzo, S; Porras, D; Garcia-Ripoll, JJ (2021); Griffin, P; Sampat, R (2021); Mugel S., Lizaso E., Orús R. (2020); Nakaji, K et al (2021); Orús R., Mugel S., Lizaso E. (2019); Orus, R; Mugel, S; Lizaso, E (2018); Pan, WT et al (2021); Piotrowski, EW; Sladkowski, J (2001); Qiu Y., Liu R., Lee R.S.T. (2021); Sun, J; Xu, WB; Fang, W (2010); Tang, YH et al (2022); Yaghobipour, S; Yarahmadi, M (2018); Yaghobipour, S; Yarahmadi, M (2020); |
| Optimization model, quadratic unconstrained binary optimization (QUBO), Fruit Fly Optimization Algorithm (QFOA), Bee Colony Optimization Algorithm (QABC), Quantum-behaved Particle Swarm Optimization (QPSO), Ant Colony Optimization (QACO), a higher-order unconstrained binary optimization (HUBO) |
10 |
| Portofolio optimization |
9 |
| Variational quantum algorithms (VQAs) |
1 |
|
5
|
Quantum mechanics / theory
|
110
|
Aboussalah, AM; Chi, C; Lee, CG (2023); Alcazar, J; Leyton-Ortega, V; Perdomo-Ortiz, A (2020); Araújo R.D.A., De Oliveira A.L.I., Soares S.C.B. (2010a); Araujo, R.D.A.; de Oliveira, A.L.I.; Soares, S.C.B. (2010b); Baaquie, B.E. (2007); Baaquie, BE; Liang, C (2007a); Baaquie, BE; Liang, C (2007b); Bagheri, A; Peyhani, HM; Akbari, M (2014); Bai, L et al (2020); Biesner, D et al (2022); Chang B.R., Tsai H.F. (2006a); Chang, B.R.; Tsai, HF (2006b); Chang, BR; Tsai, HF (2009); Chen, CM; Tso, GKF; He, KJ (2023); Choustova O. (2007a); Choustova O. (2007b); Choustova, O (2009); Choustova, OA (2007c); Covers O., Doeland M. (2020); Coyle, B et al (2020); Cruz, P; Cruz, H (2020); Darbyshire, P (2005); Ding, YC et al (2023); Dupoyet, B; Fiebig, HR; Musgrove, DP (2010); Farinelli S., Takada H. (2022); Feng, XN et al (2022); Ghosh B., Kozarevic E. (2018); Gomez, A et al (2022); Goncalves, CP (2011); Griffin, P; Sampat, R (2021); Hanauske, M et al (2010); Haven E. (2007); Haven E. (2019); Hellstem, G (2021); Henkel, C (2017); Ingber L. (2015); Khrennikov, A (2007); Khrennikova P. (2019); Kim, MJ et al (2011); Mancilla, J; Pere, C (2022); Manjunath C., Marimuthu B., Ghosh B. (2023); Martin, A et al (2019); Nakaji, K et al (2021); Nakayama, Y (2009); Nastasiuk, VA (2014); Orús R., Mugel S., Lizaso E. (2019); Orus, R; Mugel, S; Lizaso, E (2018); Paquet, E; Soleymani, F (2022); Petrenko, K; Mashatan, A; Shirazi, F (2019); Piotrowski, EW; Sladkowski, J (2004); Piotrowski, EW; Sladkowski, J (2001); Pistoia, M et al (2021); Qiu Y., Liu R., Lee R.S.T. (2021); Sarkissian, J (2020); Schaden, M (2002); Singh, S; Subrahmanya, MHB (2021); Stamatopoulos, N et al (2021); Tahmasebi, F et al (2015); Tang, YH et al (2022); Wang, CF; Yang, YK; Xu, LL; Wong, A (2023); Wilkens, S; Moorhouse, J (2023); Yaghobipour, S; Yarahmadi, M (2018); Yeşiltaş Ö. (2023) |
| Behavioral financial model, artificial neural network, quantum neural network, Hopfield networks, mobile behavior |
14 |
| Quantum mechanics |
12 |
| Quantum machine learning |
9 |
| Noisy intermediate-scale quantum (NISQ) |
7 |
| Bohmian Mechanics, pilot wave model |
6 |
| Quantum game theory, Hawk–dove game |
5 |
| Bohm-Vigier model, stochastic mechanics |
4 |
| Quantum probabilistic model, quantum probability |
4 |
| Restricted Boltzmann machines (RBMs) |
3 |
| Quantum Inspired Evolutionary Algorithm (QIEA) |
3 |
| Feynmann diagrams / perturbation |
3 |
| Quantum minimization |
3 |
| BPNN-weighted GREY-C3LSP prediction |
3 |
| Quantum cryptography, cyber security, cryptographyc algorithms |
3 |
| Approximate Amplitude Encoding, quantum amplitude estimation |
3 |
| Quantum circuit Born mashines (QCBMs) |
2 |
| Quibit MultiLayer Perceptron (QuMLP) |
2 |
| Lattice theory |
2 |
| D-Wave 2000Q quantum annealer, quantum annealers, D-Wave machine |
2 |
| Quantum Social Science (QSS), quantum world in social phenomena |
2 |
| Support Vector Machine (SVM) |
2 |
| Other topics (Quantum partitioning, Weak-value, Double slit experiment, Adaptive Network-based Fuzzy Inference System (ANFIS), Quantum Entropy, continuous-time quantum walk (CTQW), Tight-binding methods, Gauge invariance, quantum blind signature, Khrennikov Quantum Potential Quantum-like Approach, quantum path-integral, quantum data encoding, Reggeon field theory, Quantum Zeno effect, Deep Reinforcement Learning (DRL), Quantum coupled-wave theory) |
16 |
