659 citations · 4k across the 34 of their papers we have counts for
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Quantum Algorithms for Mixed Binary Optimization applied to Transaction Settlement
Lee Braine, Daniel J. Egger, Jennifer Glick +1
We extend variational quantum optimization algorithms for Quadratic Unconstrained Binary Optimization problems to the class of Mixed Binary Optimization problems. This allows us to…
Credit Risk Analysis using Quantum Computers
Daniel J. Egger, Ricardo Gacía Gutiérrez, Jordi Cahué Mestre +1
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 econ…
Option Pricing using Quantum Computers
Nikitas Stamatopoulos, Daniel J. Egger, Yue Sun +4
We present a methodology to price options and portfolios of options on a gate-based quantum computer using amplitude estimation, an algorithm which provides a quadratic speedup com…