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| 研究生： |
楊叮噹 Yang, Ding-Dang |
|---|---|
| 論文名稱： |
量子糾纏隨機遊走在雙資產價格預測中的應用 An Application of Entangled Quantum Walks to Dual-Asset Price Prediction |
| 指導教授： |
王國樑
張晏瑞 |
| 口試委員: |
王國樑
張晏瑞 陳鎮洲 余威廷 |
| 學位類別： |
碩士
Master |
| 系所名稱： |
社會科學學院 - 經濟學系 Department of Economics |
| 論文出版年： | 2025 |
| 畢業學年度： | 113 |
| 語文別： | 英文 |
| 論文頁數： | 36 |
| 中文關鍵詞： | 雙資產量子糾纏行走 、雙資產市場價格波動 、資產依存 、量子金融 |
| 外文關鍵詞： | Dual-Asset Entangled Quantum Walk, Price Dynamics in the Dual-asset Markets, Asset Dependency, Quantum Finance |
| 相關次數： | 點閱：232 下載：0 |
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本研究提出一套創新的雙資產量子行走模型，用以模擬投資者行為對雙資產市場價格波動的影響。該模型在捕捉金融資產間關係與複雜交互作用方面表現優異，展現出卓越的預測準確性，並能廣泛適用於不同時間區間與標的資產型態，顯示出高度的一般化能力。
This research introduces an innovative Dual-Assets Entangled Quantum Walk (DEQW) model to simulate the impact of investors’ behavior on price dynamics in the dual-asset markets. The model excels in capturing dependencies and complex interactions between financial assets, demonstrating high predictive accuracy and strong generalization across various timeframes and asset types.
摘要 1
Abstract 2
Contents 3
List of Figures 5
List of Tables 6
I. Introduction 7
II. Methodology 9
2.1 Single-Asset Quantum Walk 9
2.2 Dual-Assets Entangled Quantum Walk 10
2.3 Time-Driven Prediction 12
2.4 Measurement-Based Probability Extraction 12
2.5 Expected Return Estimation 13
III. Experimental Configurations and Test Design 15
3.1 Measurement-Based Probability Extraction 15
3.2 Optimization Algorithms and Temporal Shift Parameters 16
3.3 Multi-Control Gate Configuration and Entanglement Desig 17
3.4 Multi-Scale Forecasting Framework and Dataset Composition 18
3.5 Taiwan Market and Multi-Period Forecasting 18
IV. Results 19
4.1 Baseline Configuration and Controlled Variations 19
4.2 Impact of Initialization and Gate Designs 23
4.3 Impact of Optimizer Selection and Temporal Configuration 25
4.4 Impact of Entanglement Scheduling and Directionality 26
4.5 Temporal Generalization and Forecasting Stability 27
4.6 Robustness and Generalization Across Financial Domains 27
4.7 Taiwan-Listed Assets and Multi-Period 31
V. Conclusion 34
VI. Reference 35
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全文公開日期 2030/06/22