4 papers · 1 filter
Solving 2D Black Scholes Equation via Hermitian Block Embedding and Generalised Quantum Signal Processing
James W. Greenwell, Jingbo Wang, Des Hill
The Black Scholes equation provides a fundamental model for the no arbitrage pricing of financial derivatives. After finite difference discretisation, the pricing problem can be fo…
Non-variational supervised quantum kernel methods: a review
John Tanner, Chon-Fai Kam, Jingbo Wang
Quantum kernel methods (QKMs) have emerged as a prominent framework for supervised quantum machine learning. Unlike variational quantum algorithms, which rely on gradient-based opt…
Quantum Computing for Option Portfolio Analysis
Yusen Wu, Jingbo B. Wang, Yuying Li
In this paper, we introduce an efficient and end-to-end quantum algorithm tailored for computing the Value-at-Risk (VaR) and conditional Value-at-Risk (CVar) for a portfolio of Eur…
Non-Hemolytic Peptide Classification Using A Quantum Support Vector Machine
Shengxin Zhuang, John Tanner, Yusen Wu +7
Quantum machine learning (QML) is one of the most promising applications of quantum computation. However, it is still unclear whether quantum advantages exist when the data is of a…