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Quantum algorithms have the potential to enhance machine learning across a variety of domains and applications. In this work, we show how quantum machine learning can be used to improve financial forecasting. First, we use classical and…

Statistical Finance · Quantitative Finance 2024-04-05 Sohum Thakkar , Skander Kazdaghli , Natansh Mathur , Iordanis Kerenidis , André J. Ferreira-Martins , Samurai Brito

Quantum Machine Learning (QML) offers a new paradigm for addressing complex financial problems intractable for classical methods. This work specifically tackles the challenge of few-shot credit risk assessment, a critical issue in inclusive…

Accurate prediction of future loan defaults is a critical capability for financial institutions that provide lines of credit. For institutions that issue and manage extensive loan volumes, even a slight improvement in default prediction…

This review paper examines state-of-the-art algorithms and techniques in quantum machine learning with potential applications in finance. We discuss QML techniques in supervised learning tasks, such as Quantum Variational Classifiers,…

Financial crimes fast proliferation and sophistication require novel approaches that provide robust and effective solutions. This paper explores the potential of quantum algorithms in combating financial crimes. It highlights the advantages…

Machine Learning · Computer Science 2024-03-28 Abraham Itzhak Weinberg , Alessio Faccia

Quantum computers are expected to surpass the computational capabilities of classical computers during this decade, and achieve disruptive impact on numerous industry sectors, particularly finance. In fact, finance is estimated to be the…

In this paper we explore the use of quantum machine learning (QML) applied to credit scoring for small and medium-sized enterprises (SME). A quantum/classical hybrid approach has been used with several models, activation functions, epochs…

In this paper we briefly review two recent use-cases of quantum optimization algorithms applied to hard problems in finance and economy. Specifically, we discuss the prediction of financial crashes as well as dynamic portfolio optimization.…

General Finance · Quantitative Finance 2020-10-06 Samuel Mugel , Enrique Lizaso , Roman Orus

Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where deep reinforcement learning offers a powerful framework for…

In this research, a comparative study of four Quantum Machine Learning (QML) models was conducted for fraud detection in finance. We proved that the Quantum Support Vector Classifier model achieved the highest performance, with F1 scores of…

Quantum Physics · Physics 2023-11-28 Nouhaila Innan , Muhammad Al-Zafar Khan , Mohamed Bennai

Computational methods both open the frontiers of economic analysis and serve as a bottleneck in what can be achieved. We are the first to study whether Quantum Monte Carlo (QMC) algorithm can improve the runtime of economic applications and…

Quantum Physics · Physics 2024-09-24 Vladimir Skavysh , Sofia Priazhkina , Diego Guala , Thomas R. Bromley

Financial services is a prospect industry where unlocked near-term quantum utility could yield profitable potential, and, in particular, quantum machine learning algorithms could potentially benefit businesses by improving the quality of…

A key problem in financial mathematics is the forecasting of financial crashes: if we perturb asset prices, will financial institutions fail on a massive scale? This was recently shown to be a computationally intractable (NP-hard) problem.…

General Finance · Quantitative Finance 2019-07-03 Roman Orus , Samuel Mugel , Enrique Lizaso

Quantum computers are not yet up to the task of providing computational advantages for practical stochastic diffusion models commonly used by financial analysts. In this paper we introduce a class of stochastic processes that are both…

Quantum Physics · Physics 2023-11-03 Eric Ghysels , Jack Morgan , Hamed Mohammadbagherpoor

We present and analyze a quantum algorithm to estimate credit risk more efficiently than Monte Carlo simulations can do on classical computers. More precisely, we estimate the economic capital requirement, i.e. the difference between the…

Quantum Physics · Physics 2019-07-09 Daniel J. Egger , Ricardo Gacía Gutiérrez , Jordi Cahué Mestre , Stefan Woerner

Quantum computing is becoming strategically relevant to finance because several core financial bottlenecks are already defined by combinatorial search, expectation estimation, rare-event analysis, representation learning, and long-horizon…

Computational Finance · Quantitative Finance 2026-04-10 Hui Gong , Akash Sedai , Thomas Schroeder , Francesca Medda

In finance, predictive models must balance accuracy and interpretability, particularly in credit risk assessment, where model decisions carry material consequences. We present a quantum neural network (QNN) based on a single qudit, in which…

The main purpose of this article is to evaluate possible applications of quantum computers in foreign exchange reserves management. The capabilities of quantum computers are demonstrated by means of risk measurement using the quantum Monte…

General Economics · Economics 2022-03-30 Martin Veselý

Predicting loan eligibility with high accuracy remains a significant challenge in the finance sector. Accurate predictions enable financial institutions to make informed decisions, mitigate risks, and effectively adapt services to meet…

Quantum Physics · Physics 2025-12-04 Nouhaila Innan , Alberto Marchisio , Mohamed Bennai , Muhammad Shafique

Efficient quantum control is necessary for practical quantum computing implementations with current technologies. Conventional algorithms for determining optimal control parameters are computationally expensive, largely excluding them from…

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