Code for paper "Quantum Deep Hedging"

This repository contains the code used to produce results in the paper "Quantum Deep Hedging" (arXiv:2303.16585).

Reproducing the results in the manuscript

• Table 1: Part_1/train_and_test.ipynb
• Table 2: Part_1/hardware.ipynb
• Table 3: Part_1/hardware.ipynb
• Table 4: Part_2/test.ipynb
• Table 5: Part_2/hardware.ipynb
• Table 6: Part_2/hardware.ipynb

Citing the work

@article{2303.16585,
Author = {El Amine Cherrat and Snehal Raj and Iordanis Kerenidis and Abhishek Shekhar and Ben Wood and Jon Dee and Shouvanik Chakrabarti and Richard Chen and Dylan Herman and Shaohan Hu and Pierre Minssen and Ruslan Shaydulin and Yue Sun and Romina Yalovetzky and Marco Pistoia},
Title = {Quantum Deep Hedging},
Year = {2023},
Journal = {arXiv:2303.16585},
}

Copyright 2023 JP Morgan Chase & Co and QC Ware

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Public Archive

This project is currently Archived and not accepting contributions or issues. Forking is permitted if you are interested in developing further. Please remember to attribute us as the source and abide by terms of the license. If the authors or maintainers have chosen to accept enquires, contact details will be provided in the README

Open Source @ JPMorganChase

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