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20232026
most citedDiversifying Investments and Maximizing Sharpe Ratio: a novel QUBO formulation

1 citations · 1 across the 5 of their papers we have counts for

collaborators

5 papers

cs.ET2026

A new approach to rating scale definition with quantum-inspired optimization

Patrizio Spada, Laura Cappelli, Francesca Cibrario +7

In finance, assessing the creditworthiness of loan applicants requires lenders to cluster borrowers using rating scales. Financial institutions must define the scales in compliance…

quant-ph2025

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…

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…

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…

quant-ph2023★ 1 cited

Diversifying Investments and Maximizing Sharpe Ratio: a novel QUBO formulation

Mirko Mattesi, Luca Asproni, Christian Mattia +4

The Portfolio Optimization task has long been studied in the Financial Services literature as a procedure to identify the basket of assets that satisfy desired conditions on the ex…