A Quantum Machine Learning Algorithm Provides Hyperfast Training of Business Finance
38 Pages Posted: 6 Feb 2020 Last revised: 23 Jun 2021
Date Written: January 12, 2020
We show how tensor network and deep learning theories can be combined to provide a ground-state network (Orús, 2014) of financial information for hyperfast training of business finance. The emergent structure encodes an infinite number of probable outcomes into a finite graphical alphabet of 12 basic relations, called double-entries; the pixels of financial information. Using the proposed many-layered (Serb & Prodromakis, 2019), financial wave function (Schrödinger, 1935), as a computational resource (Biamonte, 2016), allows hyperfast processing of financial information, one pixel at a time; see fig. 1. This reveals a highly-entangled architecture (Levine, et al., 2019), where complexity scales linearly, not exponentially (Huggins, et al., 2018). Our low-cost or tractable algorithm (Hauru, Delcamp, Mizera, 2016) trains people on the fundamentals of business finance in about 10 hours; a process that takes at least one year with the conventional scheme. Results are based on solid empirical evidence.
Keywords: Tensor Networks, Deep Learning, Computational Complexity, Algorithms, Emergence, Information Reuse, Financial Literacy, Accounting
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