Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Arbitrage risk induced by transaction costs   We discuss the time evolution of quotation of stocks and commodities and show
that they form an Ising chain. We show that transaction costs induce arbitrage
risk that usually is neglected. The full analysis of the portfolio theory is
computationally complex but the latest development in quantum computation
theory suggests that such a task can be performed on quantum computers.

8
The categories of this paper are: hep-ex
15
The categories of this paper are: nucl-ex
26
The categories of this paper are: bayes-an
28
The categories of this paper are: alg-geom
2
The categories of this paper are: math
31
The categories of this paper are: ao-sci
21
The categories of this paper are: adap-org
13
The categories of this paper are: quant-ph
22
The categories of this paper are: chao-dyn
14
The categories of this paper are: math-ph
25
The categories of this paper are: patt-sol
24
The categories of this paper are: dg-ga
36
The categories of this paper are: cmp-lg
1
The categories of this paper are: cs
17
The categories of this paper are: q-fin
0
The categories of this paper are: hep-ph