2 papers
quant-ph2024
Quantum Monte Carlo Integration for Simulation-Based Optimisation
Jingjing Cui, Philippe J. S. de Brouwer, Steven Herbert +7
We investigate the feasibility of integrating quantum algorithms as subroutines of simulation-based optimisation problems with relevance to and potential applications in mathematic…
q-fin.RM2021
Risk and return prediction for pricing portfolios of non-performing consumer credit
Siyi Wang, Xing Yan, Bangqi Zheng +4
We design a system for risk-analyzing and pricing portfolios of non-performing consumer credit loans. The rapid development of credit lending business for consumers heightens the n…