19 citations
4 papers
Business Model Contributions to Bank Profit Performance: A Machine Learning Approach
F. Bolivar, Miguel A. Duran, A. Lozano-Vivas
This paper analyzes the relation between bank profit performance and business models. Using a machine learning-based approach, we propose a methodological strategy in which balance…
Bank Business Models, Size, and Profitability
F. Bolivar, M. A. Duran, A. Lozano-Vivas
To examine the relation between profitability and business models (BMs) across bank sizes, the paper proposes a research strategy based on machine learning techniques. This strateg…
Multiobjective variational quantum optimization for constrained problems: an application to Cash Management
Pablo Díez-Valle, Jorge Luis-Hita, Senaida Hernández-Santana +6
Combinatorial optimization problems are ubiquitous in industry. In addition to finding a solution with minimum cost, problems of high relevance involve a number of constraints that…
Quantum algorithm for credit valuation adjustments
Javier Alcazar, Andrea Cadarso, Amara Katabarwa +4
Quantum mechanics is well known to accelerate statistical sampling processes over classical techniques. In quantitative finance, statistical samplings arise broadly in many use cas…