RT Journal Article
T1 Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience.
A1 Alaminos, David
A1 Salas-Compás, María Belén
A1 Fernández-Gámez, Manuel Ángel
K1 Método de Monte Carlo - Cambio exterior
K1 Método de Monte Carlo - Simulación por ordenador
AB The foreign exchange markets, renowned as the largest financial markets globally, also standout as one of the most intricate due to their substantial volatility, nonlinearity, and irregularnature. Owing to these challenging attributes, various research endeavors have beenundertaken to effectively forecast future currency prices in foreign exchange with precision.The studies performed have built models utilizing statistical methods, being the Monte Carloalgorithm the most popular. In this study, we propose to apply Auxiliary-Field QuantumMonte Carlo to increase the precision of the FOREX markets models from different samplesizes to test simulations in different stress contexts. Our findings reveal that the imple-mentation of Auxiliary-Field Quantum Monte Carlo significantly enhances the accuracy ofthese models, as evidenced by the minimal error and consistent estimations achieved in theFOREX market. This research holds valuable implications for both the general public andfinancial institutions, empowering them to effectively anticipate significant volatility inexchange rate trends and the associated risks. These insights provide crucial guidance forfuture decision-making processes.
PB Springer Nature
YR 2023
FD 2023
LK https://hdl.handle.net/10630/32298
UL https://hdl.handle.net/10630/32298
LA eng
NO Alaminos, D., Salas, M. B., & Fernández-Gámez, M. Á. (2023). Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience. Humanities and Social Sciences Communications, 10(1), 1-21.
NO This research was funded by the Universidad de Málaga. We would also like to thank the Universitat de Barcelona, UB-AE-AS017634, for funding this research.
DS RIUMA. Repositorio Institucional de la Universidad de Málaga
RD 19 ene 2026