673 citations · 964 across the 19 of their papers we have counts for
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q-fin.GN2020
Use Cases of Quantum Optimization for Finance
Samuel Mugel, Enrique Lizaso, Roman Orus
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…
q-fin.GN2018★ 74 cited
Forecasting financial crashes with quantum computing
Roman Orus, Samuel Mugel, Enrique Lizaso
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 s…