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arXiv:quant-ph/0305017 · International Journal of Quantum Information

QUANTUM COMPUTER: AN APPLIANCE FOR PLAYING MARKET GAMES

Edward W. Piotrowski, Jan Sładkowski

Published Dec 1, 2004• 16 citations
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Abstract

Recent developments in quantum computation and quantum information theory allow one to extend the scope of game theory for the quantum world. The authors have recently proposed a quantum description of financial market in terms of quantum game theory. This paper contains an analysis of such markets that shows that there are advantages to be gained from using quantum computers and quantum strategies.

DOI
10.1142/s0219749904000456

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Recent developments in quantum computation and quantum information theory allow one to extend the scope of game theory for the quantum world. The authors have recently proposed a quantum description of financial market in terms of quantum game theory. This paper contains an analysis of such markets that shows that there are advantages to be gained from using quantum computers and quantum strategies.
Quantum games, like quantum algorithms, exploit quantum entanglement to establish strong correlations between strategic player actions. This paper introduces quantum game-theoretic models applied to trading and demonstrates their implementation on an ion-trap quantum computer. The results showcase a quantum advantage, previously known only theoretically, realized as higher-paying market Nash equilibria. This advantage could help uncover alpha in trading strategies, defined as excess returns compared to established benchmarks. These findings suggest that quantum computing could significantly influence the development of financial strategies.
Quantum games, like quantum algorithms, exploit quantum entanglement to establish strong correlations between strategic player actions. This paper introduces quantum game-theoretic models applied to trading and demonstrates their implementation on an ion-trap quantum computer. The results showcase a quantum advantage, previously known only theoretically, realized as higher-paying market Nash equilibria. This advantage could help uncover alpha in trading strategies, defined as excess returns compared to established benchmarks. These findings suggest that quantum computing could significantly influence the development of financial strategies.
Quantum games, like quantum algorithms, exploit quantum entanglement to establish strong correlations between strategic player actions. This paper introduces quantum game-theoretic models applied to trading and demonstrates their implementation on an ion-trap quantum computer. The results showcase a quantum advantage, previously known only theoretically, realized as higher-paying market Nash equilibria. This advantage could help uncover alpha in trading strategies, defined as excess returns compared to established benchmarks. These findings suggest that quantum computing could significantly influence the development of financial strategies.