Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience

Abstract The foreign exchange markets, renowned as the largest financial markets globally, also stand out one of most intricate due to their substantial volatility, nonlinearity, and irregular nature. Owing these challenging attributes, various research endeavors have been undertaken effectively forecast future currency prices in with precision. studies performed built models utilizing statistical methods, being Monte Carlo algorithm popular. In this study, we propose apply Auxiliary-Field Quantum increase precision FOREX from different sample sizes test simulations stress contexts. Our findings reveal that implementation significantly enhances accuracy models, evidenced by minimal error consistent estimations achieved market. This holds valuable implications for both general public institutions, empowering them anticipate significant volatility rate trends associated risks. These insights provide crucial guidance decision-making processes.