英文标题：
《Financial Market Modeling with Quantum Neural Networks》
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作者：
Carlos Pedro Gon\\c{c}alves
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最新提交年份：
2015
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英文摘要：
  Econophysics has developed as a research field that applies the formalism of Statistical Mechanics and Quantum Mechanics to address Economics and Finance problems. The branch of Econophysics that applies of Quantum Theory to Economics and Finance is called Quantum Econophysics. In Finance, Quantum Econophysics\' contributions have ranged from option pricing to market dynamics modeling, behavioral finance and applications of Game Theory, integrating the empirical finding, from human decision analysis, that shows that nonlinear update rules in probabilities, leading to non-additive decision weights, can be computationally approached from quantum computation, with resulting quantum interference terms explaining the non-additive probabilities. The current work draws on these results to introduce new tools from Quantum Artificial Intelligence, namely Quantum Artificial Neural Networks as a way to build and simulate financial market models with adaptive selection of trading rules, leading to turbulence and excess kurtosis in the returns distributions for a wide range of parameters.
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中文摘要：
经济物理学已经发展成为一个应用统计力学和量子力学的形式来解决经济和金融问题的研究领域。将量子理论应用于经济学和金融学的经济物理学分支称为量子经济物理学。在金融学领域，量子经济物理学的贡献包括期权定价、市场动力学建模、行为金融学和博弈论的应用，结合人类决策分析的经验发现，可以通过量子计算从计算上接近概率中的非线性更新规则，从而产生非加性决策权重，由此产生的量子干涉项解释了非加性概率。目前的工作利用这些结果，引入了量子人工智能的新工具，即量子人工神经网络，作为一种建立和模拟金融市场模型的方法，自适应选择交易规则，导致在各种参数的回报分布中出现动荡和过度峰度。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Computational Finance        计算金融学
分类描述：Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法，包括蒙特卡罗，偏微分方程，格子和其他数值方法，并应用于金融建模
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一级分类：Computer Science        计算机科学
二级分类：Neural and Evolutionary Computing        神经与进化计算
分类描述：Covers neural networks, connectionism, genetic algorithms, artificial life, adaptive behavior. Roughly includes some material in ACM Subject Class C.1.3, I.2.6, I.5.
涵盖神经网络，连接主义，遗传算法，人工生命，自适应行为。大致包括ACM学科类C.1.3、I.2.6、I.5中的一些材料。
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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