A Quantum Generative Adversarial Network for distributions
19 Pages Posted: 5 Oct 2021
Date Written: October 4, 2021
Generative Adversarial Networks are becoming a fundamental tool in Machine Learning, in particular in the context of improving the stability of deep neural networks.
At the same time, 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.
Keywords: Quantum Computing, GAN, Quantum Phase Estimation, SVI, volatility
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