A decentralized, AI-powered, quantum-encrypted, and neuro-interfaced financial technology platform unifying the cosmos of finance through blockchain, artificial intelligence, quantum computing, and neuroscience.
The Decentralized-Quantum-Internet-Core repository serves as the foundational framework for building a next-generation quantum communication network. This project leverages quantum entanglement and quantum key distribution (QKD) to enable ultra-secure, decentralized data transmission.
Portfolio Optimization on a Quantum computer.
The core repository for NeuroNexus, containing the AI-driven, decentralized, and self-aware network architecture.
Forecast currency High Low Open Close data from MT4, final project of Quantum Finance Class
Platform to get demo of all quantum algorithms.
This is a quantum finance project containing from data collection, platform introduction and factor digging & strategies sharing
Visualizing stock prices as quantum wave packets. A Python simulator applying Schrödinger's equation to financial markets.
An honest, runnable experiment: does quantum computing (QAOA) actually beat a classical portfolio optimizer?
Autonomous research lab with distributed quantum infrastructure for computational chemistry, molecular simulation, quantum finance, and scientific discovery - powered by libp2p and IPFS for peer-to-peer collaboration.
Quantum algorithms (amplitude estimation, QAOA problem formulations) for finance, extending a private quantum-computing compiler (QPhase); validated against classical baselines on real market data
Quantum-Based Portfolio Diversification (QBPD) is a quantum algorithm designed to optimize and diversify investment portfolios using quantum computing principles.
A high-performance quantum computing framework for solving quantitative finance problems.
Hybrid classical/quantum portfolio optimizer: cleans S&P 500 data, solves Markowitz baselines with CVXPY, maps penalties into QAOA circuits, and applies ZNE/M3/DD mitigation. Includes simulation & IBM hardware runners plus analysis/visualization tooling, Mermaid diagrams, and Python‑3.11-friendly setup.
Full-stack quantum finance app. Quantum Amplitude Estimation vs classical Monte Carlo for options pricing and VaR. Built with Qiskit, FastAPI, and React.
Generate reproducible synthetic datasets to fine-tune LLMs for reliable tool use with diverse and structurally correct examples.
An open textbook for quantum computing theory and its applications.
Hardware-aware characterization study of constrained QAOA portfolio optimization under shared cost budgets.
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