24 citations · 46 across the 13 of their papers we have counts for
4 papers · 2 filters
Quantum algorithms for numerical differentiation of expected values with respect to parameters
Koichi Miyamoto
The quantum algorithms for Monte Carlo integration (QMCI), which are based on quantum amplitude estimation (QAE), speed up expected value calculation compared with classical counte…
Pricing multi-asset derivatives by finite difference method on a quantum computer
Koichi Miyamoto, Kenji Kubo
Following the recent great advance of quantum computing technology, there are growing interests in its applications to industries, including finance. In this paper, we focus on der…
Bermudan option pricing by quantum amplitude estimation and Chebyshev interpolation
Koichi Miyamoto
Pricing of financial derivatives, in particular early exercisable options such as Bermudan options, is an important but heavy numerical task in financial institutions, and its spee…
Linear Regression by Quantum Amplitude Estimation and its Extension to Convex Optimization
Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda +1
Linear regression is a basic and widely-used methodology in data analysis. It is known that some quantum algorithms efficiently perform least squares linear regression of an expone…