Author

P. Rebentrost

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Preprint Sep 2026

Quantum Weighted Moving Average for Predicting Limit Order Book Trends

Can quantum computers be useful for forecasting multivariate financial time series? In this work, we consider the problem of predicting price trends from limit order book (LOB) data. After identifying key components of classical models, we introduce the quantum weighted moving average (QWMA) model. The two main buildin...

M. Kamm, Dinh-Long Vu, P. Rebentrost · 0 citations

Preprint Sep 2026

Quantum Quasi-Monte Carlo: a window for pre-asymptotic quantum advantage

Numerical integration with Monte Carlo methods is a central computational task in many scientific and industrial applications, including financial derivative pricing and risk management. Classical Monte Carlo algorithms are computationally demanding: achieving an accuracy $\epsilon$ typically requires a number of funct...

Paolo Recchia, Yu Zhan, Kelvin Koor et al. · 0 citations