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quant-ph2025
Quantum amplitude estimation from classical signal processing
Farrokh Labib, B. David Clader, Nikitas Stamatopoulos +1
We demonstrate that the problem of amplitude estimation, a core subroutine used in many quantum algorithms, can be mapped directly to a problem in signal processing called directio…
quant-ph2024
End-to-end resource analysis for quantum interior point methods and portfolio optimization
Alexander M. Dalzell, B. David Clader, Grant Salton +8
We study quantum interior point methods (QIPMs) for second-order cone programming (SOCP), guided by the example use case of portfolio optimization (PO). We provide a complete quant…
quant-ph2024
Quantum Risk Analysis of Financial Derivatives
Nikitas Stamatopoulos, B. David Clader, Stefan Woerner +1
We introduce two quantum algorithms to compute the Value at Risk (VaR) and Conditional Value at Risk (CVaR) of financial derivatives using quantum computers: the first by applying…