4 papers
Quantum Reservoir Computing for Credit Card Default Prediction on a Neutral Atom Platform
Giacomo Vitali, Chiara Vercellino, Paolo Viviani +9
In this paper, we define and benchmark a hybrid quantum-classical machine learning pipeline by performing a binary classification task applied to a real-world financial use case. S…
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…
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…
Securities Transaction Settlement Optimization on superconducting quantum devices
Francesco Martini, Daniele Lizzio Bosco, Carlo Barbanera +7
We describe a quantum variational algorithm for securities transactions settlement optimization, based on a novel mathematical formalization of the problem that includes the most r…