Найти книгу: "Adiabatic Quantum Computation and Quantum Annealing"

Искать надо на стыке поэзии и прозы. Искать так, чтобы можно было сказать. Что если это поэзия? Да и хорошая. Ресурс тут неизмеримо велик. Поэзия Валерия Вычуб как хорошее коллекционное вино для избранных, для лучших, не для тех, кто опьяняется дешевой сивухой трескучей рифмовки и пьяными слюнями актуальщины. Поэзия мысли, она всегда есть и будет. Открой мою книгу, читатель.

Путешествие в душу всегда манило людей. Но что, если именно творчество является лучшим проводником, квантовым проводником, в мир души.

Джордж Сорос появился на свет 12 августа 1930 года в Будапеште в семье среднего достатка, но звали его тогда Дьорд Шварц. Из всех финансовых операций, которые проводил Сорос, наиболее известны его валютные спекуляции. В «черную среду» 16 сентября 1992 года Сорос открыл короткую позицию на фунт стерлингов объемом более $10 млрд., заработав за один день более $1,1 млрд.

A cutting-edge guide to quantum trading Original and thought-provoking, Quantum Trading presents a compelling new way to look at technical analysis and will help you use the proven principles of modern physics to forecast financial markets. In it, author Fabio Oreste shows how both the theory of relativity and quantum physics is required to makes sense of price behavior and forecast intermediate and long-term tops and bottoms. He relates his work to that of legendary trader W.D. Gann and reveals how Gann's somewhat esoteric theories are consistent with his applications of Einstein's theory of relativity and quantum theory to price behavior. Applies concepts from modern science to financial market forecasting Shows how to generate support/resistance areas and identify potential market turning points Addresses how non-linear approaches to trading can be used to both understand and forecast market prices While no trading approach is perfect, the techniques found within these pages have enabled the author to achieve a very attractive annual return since 2002. See what his insights can do for you.

A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps that practitioners frequently fall into. Each method is referenced with practical, real-world examples in the areas of valuation, risk analysis, and calibration of specific financial instruments and models. It features a strong emphasis on robust schemes for the numerical treatment of problems within computational finance. Methods covered include PDE/PIDE using finite differences or finite elements, fast and stable solvers for sparse grid systems, stabilization and regularization techniques for inverse problems resulting from the calibration of financial models to market data, Monte Carlo and Quasi Monte Carlo techniques for simulating high dimensional systems, and local and global optimization tools to solve the minimization problem.