CLICK HERE TO DOWNLOAD THE PDF
Traditional machine learning methods suffer from the curse of dimensionality. Here, Ryan Samson, Jeffrey Berger, Luca Candelori, Vahagn Kirakosyan, Kharen Musaelian and Dario Villani introduce a novel machine learning approach based on the ideas of quantum cognition, which they call quantum cognition machine learning (QCML). The complexity of QCML scales linearly with the number of inputs, rather than exponentially. The authors demonstrate an application of QCML to
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Cutting Edge
Market-making in spot precious metals
A market-making framework is extended to account for metal markets’ liquidity constraints
Choosing trading strategies using importance sampling
The sampling technique is more efficient than A-B testing at comparing decision rules
A comparison of FX fixing methodologies
FX fixing outcomes are mostly driven by length of calculation window
Backtesting correlated quantities
A technique to decorrelate samples and reach higher discriminatory power is presented
A hard exit threshold strategy for market-makers
A closed-form solution to derive optimal stop-loss and profit-taking levels is presented
Pricing share buy-backs: an alternative to optimal control
A new method applies optimised heuristic strategies to maximise share buy-back contracts’ value
CVA sensitivities, hedging and risk
A probabilistic machine learning approach to CVA calculations is proposed
Podcast: Alvaro Cartea on collusion within trading algos
Oxford-Man Institute director worries ML-based trading could have anti-competitive effects