Business

Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience

D. Alaminos, M. B. Salas, et al.

This study reveals how Auxiliary-Field Quantum Monte Carlo (AFQMC) can greatly improve the accuracy of FOREX market models. Conducted by David Alaminos, M. Belén Salas, and Manuel Á. Fernández-Gámez, the findings indicate a reduction in error and consistent estimations, paving the way for better predictions of exchange rate volatility.

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Playback language: English

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Abstract

This study proposes using Auxiliary-Field Quantum Monte Carlo (AFQMC) to improve the accuracy of FOREX market models. The findings show that AFQMC significantly enhances model accuracy, evidenced by minimal error and consistent estimations across various sample sizes and stress contexts. This research offers valuable insights for anticipating exchange rate volatility and associated risks.

Publisher

Humanities and Social Sciences Communications

Published On

Jun 26, 2023

Authors

David Alaminos, M. Belén Salas, Manuel Á. Fernández-Gámez

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