Hybrid Classical-Quantum computing has already arrived at several commercial quantum computers, offered to researchers and businesses. Here, applications are made to a model of financial options, Statistical Mechanics of Financial Markets (SMFM). These applications were published in many papers...

NOTE: The following is a description of the paper and not the actual abstract. Canonical momenta indicators (CMI), derived from Lagrangians of path integrals of multivariate conditional probabilities, are introduced as technical indicators for time-series as arise in analyses of both...

A paradigm of statistical mechanics of financial markets (SMFM) is fit to multivariate financial markets using Adaptive Simulated Annealing (ASA), a global optimization algorithm, to perform maximum likelihood fits of Lagrangians defined by path integrals of multivariate conditional...