Cover Image

Proof-of-work consensus by quantum sampling

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Singh, Deepesh, Muraleedharan, Gopikrishnan, Fu, Boxiang, Cheng, Chen-Mou, Newton, Nicolas Roussy, Rohde, Peter P., Brennen, Gavin K.
Format:	Preprint
Published:	2023
Subjects:	Quantum Physics General Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Non-local resources for error correction in quantum LDPC codes
by: Chandra, Omprakash, et al.
Published: (2024)

Quantum algorithm for solving differential equations using SLAC derivatives
by: Gharat, Rakshit M., et al.
Published: (2026)

Categorical Quantum Volume Operator
by: Hahn, Alexander, et al.
Published: (2024)

On the potential of quantum walks for modeling financial return distributions
by: De Backer, Stijn, et al.
Published: (2024)

Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks
by: De Backer, Stijn, et al.
Published: (2025)

Efficient quantum algorithm for solving differential equations with Fourier nonlinearity via Koopman linearization
by: Katz, Judd, et al.
Published: (2025)

Quantum credit loans
by: Ardenghi, Juan Sebastian
Published: (2020)

Proofs for the New Definitions in Financial Markets
by: Aras, Atilla
Published: (2023)

Proof of Efficient Liquidity: A Staking Mechanism for Capital Efficient Liquidity
by: Abgaryan, Arman, et al.
Published: (2024)

Finite-round quantum error correction on symmetric quantum sensors
by: Ouyang, Yingkai, et al.
Published: (2022)

The Quantum Dynamics of Cost Accounting: Investigating WIP via the Time-Independent Schrodinger Equation
by: Lazirko, Maksym
Published: (2024)

Efficient Hamiltonian Simulation for Solving Option Price Dynamics
by: Gonzalez-Conde, Javier, et al.
Published: (2021)

A theory of quantum error correction for permutation-invariant codes
by: Ouyang, Yingkai, et al.
Published: (2026)

On the Convergence of Credit Risk in Current Consumer Automobile Loans
by: Lautier, Jackson P., et al.
Published: (2022)

Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
by: Kikuchi, Tatsuru
Published: (2024)

Visualization of Board of Director Connections for Analysis in Socially Responsible Investing
by: Da Fonseca, Alice, et al.
Published: (2024)

Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach
by: Bjornland, Hilde C., et al.
Published: (2026)

A Theory of Complex Adaptive Learning and a Non-Localized Wave Equation in Quantum Mechanics
by: Shi, Leilei, et al.
Published: (2023)

A Solow-Swan framework for economic growth with memory effect
by: Aibinu, M. O., et al.
Published: (2025)

Vote Delegation in DeFi Governance
by: Bongaerts, Dion, et al.
Published: (2025)

Budget Forecasting and Integrated Strategic Planning for Leaders
by: Salehi, Matt
Published: (2025)

Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
by: Hirayama, Kenichi, et al.
Published: (2019)

Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices
by: Sovbetov, Yhlas, et al.
Published: (2025)

HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect
by: Zhang, Weikang, et al.
Published: (2025)

Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
by: Olkhov, Victor
Published: (2024)

The Strategic Gap: How AI-Driven Timing and Complexity Shape Investor Trust in the Age of Digital Agents
by: Neupane, Krishna
Published: (2026)

The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
by: Shin, Useong
Published: (2026)

Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
by: Yang, Yan-Hong, et al.
Published: (2023)

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
by: Lopez-Lira, Alejandro, et al.
Published: (2025)

Reference-dependent asset pricing with a stochastic consumption-dividend ratio
by: Aquino, Luca De Gennaro, et al.
Published: (2024)

From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
by: Bianchi, Sergio, et al.
Published: (2025)

Systemic Risk in the European Insurance Sector
by: Bonaccolto, Giovanni, et al.
Published: (2025)

A Prior-Predictive Monte Carlo Framework for Pricing Complex Data Products in Data-Poor Markets
by: Siemiatkowski, Adam L., et al.
Published: (2026)

Finite-Difference Solution Ansatz approach in Least-Squares Monte Carlo
by: Huo, Jiawei
Published: (2023)

Three-Currency HJM for Brazilian Credit Markets
by: Coelho, Raphael
Published: (2026)

Do Activists Align with Larger Mutual Funds?
by: Jha, Manish
Published: (2024)

A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association
by: Lautier, Jackson P.
Published: (2023)

Understanding the Excess Bond Premium
by: Benson, Kevin, et al.
Published: (2024)

The fine structure of electricity price volatility
by: Kloster, Thomas K., et al.
Published: (2026)

Measurement-free code-switching for low overhead quantum computation using permutation invariant codes
by: Ouyang, Yingkai, et al.
Published: (2024)