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