Coherent Ising Machine for Financial Complex System Modelling: Hardware-Aware QUBO Calibration of the Heston Model and Hybrid Neural Network Extension

David Liu

Coherent Ising Machine for Financial Complex System Modelling: Hardware-Aware QUBO Calibration of the Heston Model and Hybrid Neural Network Extension

David Liu

Department of Financial and Actuarial Mathematics

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Journal of Supercomputing
Publication status	Submitted - 11 Jun 2026

Cite this

@article{799b2ac9f58a4312acca3bf579ae0f8e,

title = "Coherent Ising Machine for Financial Complex System Modelling: Hardware-Aware QUBO Calibration of the Heston Model and Hybrid Neural Network Extension",

author = "David Liu",

year = "2026",

month = jun,

day = "11",

language = "English",

journal = "Journal of Supercomputing",

issn = "0920-8542",

publisher = "Springer Nature",

}