A time-Series Model Based on Quanntum Walk in terms of Quantum Bernoulli Noise

Caiyun Zhang, Caishi Wang, Fangqing Zhang, Xiling Zhang

Time-series models play an important role in the research of economics and finance. The QBN-based walk is a new quantum walk model recently introduced in terms of quantum Bernoulli noise. In this paper, we construct a time-series model based on the QBN-based walk and illustrate its basic properties.

https://dx.doi.org/10.31873/IJEAS.5.10.17