Quantum Majorization in Market Crash Prediction

We introduce the Quantum Alarm System, a novel framework that combines the informational advantages of quantum majorization applied to tail pseudo-correlation matrices with the learning capabilities of a reinforced urn process, to predict financial turmoil and market crashes. This integration allows...

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Bibliographic Details
Main Authors: J Rhet Montana, Luis A. Souto Arias, Pasquale Cirillo, Cornelis W. Oosterlee
Format: Article
Language:English
Published: MDPI AG 2024-12-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/12/12/204
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