67 citations · 355 across the 27 of their papers we have counts for
4 papers · 1 filter
Extracting a function encoded in amplitudes of a quantum state by tensor network and orthogonal function expansion
Koichi Miyamoto, Hiroshi Ueda
There are quantum algorithms for finding a function satisfying a set of conditions, such as solving partial differential equations, and these achieve exponential quantum speedu…
Pricing multi-asset derivatives by variational quantum algorithms
Kenji Kubo, Koichi Miyamoto, Kosuke Mitarai +1
Pricing a multi-asset derivative is an important problem in financial engineering, both theoretically and practically. Although it is suitable to numerically solve partial differen…
Gravitational wave matched filtering by quantum Monte Carlo integration and quantum amplitude amplification
Koichi Miyamoto, Gonzalo Morrás, Takahiro S. Yamamoto +2
The speedup of heavy numerical tasks by quantum computing is now actively investigated in various fields including data analysis in physics and astronomy. In this paper, we propose…
Quantum algorithm for calculating risk contributions in a credit portfolio
Koichi Miyamoto
Finance is one of the promising field for industrial application of quantum computing. In particular, quantum algorithms for calculation of risk measures such as the value at risk…