Questions tagged [ce.computational-finance]

Theoretical questions in Computational Finance

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4
votes
0answers
139 views

Witness verifiable quantum advantage

Update: A slightly different version of this question has been answered here. As far as I can see, a major issue with Google's recent quantum supremacy claim is that it is hard to verify the results. ...
6
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1answer
363 views

Quantum Money where not even the Bank can counterfeit

The Quantum Money system proposed in "Quantum Copy-Protection and Quantum Money" has the following properties: The bank can produce bank notes in the form of quantum states. Anyone can verify that ...
2
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1answer
367 views

Complexity Theory in Finance and journals?

What journals are there that try to combine these two areas ? I came across the Algorithmic Finance Journal, are there others ? Looking at papers, mixed to overly -ve views about the quality and ...
17
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5answers
2k views

Why economists should care about computational complexity

When trying to convince economists of the relevance of complexity theory in print, is there a standard reference to cite? I am familiar with Noam Nisan's blog post, Tim Roughgarden's survey, and ...
19
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4answers
2k views

Computational complexity in quantitative finance

Predicting the stock market is hard! Can TCS make this sentiment more formal? Recently I have started thinking a little bit about finance, and was wondering how knowledge of TCS could help. Hedge ...
9
votes
1answer
403 views

What is the Complexity Classification of Portfolio Theory in Financial Economics?

As you will all know, there is ongoing fall out from the Financial Crisis of 2008. I was thinking about how complexity theory fitted into all this, when I realised I did not know the basic complexity ...