A Quantum Generative Adversarial Network for distributions
Amine Assouel, Antoine Jacquier, Alexei Kondratyev · Quantum Machine Intelligence · 2021
Abstract Recent advances in Quantum Computing have shown that, despite the absence of a fault-tolerant quantum computer so far, quantum techniques are providing exponential advantage over their classical counterparts. We develop a fully connected Quantum Generative Adversarial network and show how it can be applied in Mathematical Finance, with a particular focus on volatility modelling.