activity
20222026
most citedTowards practical Quantum Credit Risk Analysis

8 citations · 9 across the 10 of their papers we have counts for

collaborators

10 papers

quant-ph2026

Toward Fault-Tolerant Variational Optimization: QAOA under [[4,2,2]] Error Detection

Matteo Robert Child, Emanuele Dri, Giacomo Vitali +2

We present a partially fault-tolerant implementation of QAOA based on the error-detection code, targeting the Max-Cut problem on a square graph. Our main contribution i…

quant-ph2026

Digital Quantum Reservoir Computing for ATM Time Series Prediction

Chiara Vercellino, Giacomo Vitali, Valeria Zaffaroni +5

We investigate a digital quantum reservoir computing (QRC) framework for multi-step forecasting of automated teller machine (ATM) cash demand time series on near-term quantum devic…

quant-ph2026

Lagrange: Operating Italy's First Publicly-Accessible Quantum Computer for Research and Education

Paolo Viviani, Fabrizio Bertone, Giacomo Vitali +14

We describe the design, implementation, and nine-month operational experience of the software management stack for Lagrange, an IQM Spark five-qubit superconducting quantum compute…

quant-ph2026★ 1 cited

Three ways to share a QPU: Scheduling strategies for hybrid Quantum-HPC applications

Marco Cipollini, Simone Rizzo, Sergio Iserte +21

As quantum computing (QC) technologies mature, their integration into established high-performance computing (HPC) infrastructures is becoming a central objective for next-generati…

quant-ph2025

Implementing Credit Risk Analysis with Quantum Singular Value Transformation

Davide Veronelli, Francesca Cibrario, Emanuele Dri +4

The analysis of credit risk is crucial for the efficient operation of financial institutions. Quantum Amplitude Estimation (QAE) offers the potential for a quadratic speed-up over…

quant-ph2025

Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading

Francesca Cibrario, Ron Cohen, Emanuele Dri +8

We present a comprehensive quantum algorithm tailored for pricing autocallable options, offering a full implementation and experimental validation. Our experiments include simulati…

cs.ET2025

Exploring Quantum-Enhanced Estimation of Financial Risk Metrics with Quantum RNG

Emanuele Dri, Achille Yomi, Muthumanimaran Vetrivelan +2

In this paper, we present an approach for estimating significant financial metrics within risk management by utilizing quantum phenomena for random number generation. We explore Qu…

quant-ph2024

Quantum Amplitude Loading for Rainbow Options Pricing

Francesca Cibrario, Or Samimi Golan, Giacomo Ranieri +7

This work introduces a novel approach to price rainbow options, a type of path-independent multi-asset derivatives, with quantum computers. Leveraging the Iterative Quantum Amplitu…

cs.ET2022★ 8 cited

Towards practical Quantum Credit Risk Analysis

Emanuele Dri, Edoardo Giusto, Antonello Aita +1

In recent years, a CRA (Credit Risk Analysis) quantum algorithm with a quadratic speedup over classical analogous methods has been introduced. We propose a new variant of this quan…

cs.ET2022

QuFI: a Quantum Fault Injector to Measure the Reliability of Qubits and Quantum Circuits

Daniel Oliveira, Edoardo Giusto, Emanuele Dri +5

Quantum computing is a new technology that is expected to revolutionize the computation paradigm in the next few years. Qubits exploit the quantum physics proprieties to increase t…