Questions tagged [ce.computational-finance]
Theoretical questions in Computational Finance
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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 ...
18
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5
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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 ...
9
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1
answer
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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 ...
8
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1
answer
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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 ...
5
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2
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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.
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2
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1
answer
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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 ...
1
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1
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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. ...