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