相关论文: Quantum Monte Carlo for Economics: Stress Testing …
Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…
Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a significant computational cost due to the number of scenarios…
Quantum computers have a potential for solving quantum chemistry problems with higher accuracy than classical computers. Quantum computing quantum Monte Carlo (QC-QMC) is a QMC with a trial state prepared in quantum circuit, which is…
Quantum computers (QCs) must implement quantum error correcting codes (QECCs) to protect their logical qubits from errors, and modeling the effectiveness of QECCs on QCs is an important problem for evaluating the QC architecture. The…
This Perspective focuses on the several overlaps between quantum algorithms and Monte Carlo methods in the domains of physics and chemistry. We will analyze the challenges and possibilities of integrating established quantum Monte Carlo…
Deep learning has deeply changed the paradigms of many research fields. At the heart of chemical and physical sciences is the accurate ab initio calculation of many-body wavefunction, which has become one of the most notable examples to…
Quantum computing was so far mainly concerned with discrete problems. Recently, E. Novak and the author studied quantum algorithms for high dimensional integration and dealt with the question, which advantages quantum computing can bring…
Classical Monte Carlo algorithms can theoretically be sped up on a quantum computer by employing amplitude estimation (AE). To realize this, an efficient implementation of state-dependent functions is crucial. We develop a straightforward…
We present a quantum algorithm that analyzes risk more efficiently than Monte Carlo simulations traditionally used on classical computers. We employ quantum amplitude estimation to evaluate risk measures such as Value at Risk and…
One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…
Quantum computers are expected to have substantial impact on the finance industry, as they will be able to solve certain problems considerably faster than the best known classical algorithms. In this article we describe such potential…
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…
We discuss how quantum computation can be applied to financial problems, providing an overview of current approaches and potential prospects. We review quantum optimization algorithms, and expose how quantum annealers can be used to…
Matrix quantum mechanics plays various important roles in theoretical physics, such as a holographic description of quantum black holes. Understanding quantum black holes and the role of entanglement in a holographic setup is of paramount…
Computing accurate yet efficient approximations to the solutions of the electronic Schr\"odinger equation has been a paramount challenge of computational chemistry for decades. Quantum Monte Carlo methods are a promising avenue of…
Quantum computing (QC) and machine learning (ML), taken individually or combined into quantum-assisted ML (QML), are ascending computing paradigms whose calculations come with huge potential for speedup, increase in precision, and resource…
Quantum Computing (QC) claims to improve the efficiency of solving complex problems, compared to classical computing. When QC is integrated with Machine Learning (ML), it creates a Quantum Machine Learning (QML) system. This paper aims to…
We present a cross-language C++/Python program for simulations of quantum mechanical systems with the use of Quantum Monte Carlo (QMC) methods. We describe a system for which to apply QMC, the algorithms of variational Monte Carlo and…
Machine Learning (ML) models are trained using historical data to classify new, unseen data. However, traditional computing resources often struggle to handle the immense amount of data, commonly known as Big Data, within a reasonable time…
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…