arXiv subjects

F. Lomoc

Publications and source records attributed to F. Lomoc.

2 recordsLinked to original sources

arXiv2026

History state formalism for time series with application to finance

We present a method for analyzing general time series by employing the history state formalism of quantum mechanics. This formalism allows us to describe a complete evolution based on a single quantum state, the history state, which simultaneously includes -also as a quantum system- the reference clock. It naturally leads to the concept of system-time entanglement, with the ensuing entanglement entropy constituting a measure of the effective number of distinguishable states visited in the history. Through a quantum coherent state embedding of the time series data, it is then possible to associate a quantum history state to the series. The gaussian overlap between these coherent states provides thus a smooth measure of distinguishability between the series data. The eigenvalues of the corresponding overlap matrix determine in fact the entanglement spectrum and entropy of the history state, which provide a rigorous characterization of the evolution. As illustration, the formalism is applied to typical financial time-series data. Through the entanglement entropy and spectrum, different evolution regimes can be identified. Entanglement based volatility indicators are also derived, and compared with standard volatility measures.

quant-ph↗

arXiv2022

History states of one-dimensional quantum walks

We analyze the application of the history state formalism to quantum walks. The formalism allows one to describe the whole walk through a pure quantum history state, which can be derived from a timeless eigenvalue equation. It naturally leads to the notion of system-time entanglement of the walk, which can be considered as a measure of the number of orthogonal states visited in the walk. We then focus on one-dimensional discrete quantum walks, where it is shown that such entanglement is independent of the initial spin orientation for real Hadamard-type coin operators and real initial states (in the standard basis) with definite site parity. Moreover, in the case of an initially localized particle it can be identified with the entanglement of the unitary global operator that generates the whole history state, which is related to its entangling power and can be analytically evaluated. Besides, it is shown that the evolution of the spin subsystem can also be described through a spin history state with an extended clock. A connection between its average entanglement (over all initial states) and that of the operator generating this state is also derived. A quantum circuit for generating the quantum walk history state is provided as well.

quant-ph↗