Questions tagged [ce.computational-finance]

Theoretical questions in Computational Finance

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20 votes
4 answers
3k 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 ...
Artem Kaznatcheev's user avatar
18 votes
5 answers
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 ...
Artem Kaznatcheev's user avatar
9 votes
1 answer
457 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 ...
Zelah 02's user avatar
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8 votes
1 answer
466 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 ...
Christopher King's user avatar
5 votes
2 answers
308 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. ...
domotorp's user avatar
  • 14k
2 votes
1 answer
388 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 ...
aspiring.quant's user avatar
1 vote
1 answer
170 views

Can theoretical computer science be combined with mechanism and information design and applications in financial markets

I am considering to take a position as a phd student in a computer science department. I am a mathematician with a master degree in finance and my research interests are mainly focused in game theory. ...
Phd student's user avatar