A discrete-time quantum walk model is proposed to generate and characterize asymmetric and bimodal probability distributions for long-term financial asset returns.
Proceedings of the 15th International Symposium on Mathematical Theory of Networks and Systems (2002)
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Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks
A discrete-time quantum walk model is proposed to generate and characterize asymmetric and bimodal probability distributions for long-term financial asset returns.