7 citations · 16 across the 4 of their papers we have counts for
4 papers
On the Estimation of Own Funds for Life Insurers: A Study of Direct, Indirect, and Control Variate Methods in a Risk-Neutral Pricing Framework
Mark-Oliver Wolf
The Solvency Capital Requirement (SCR) calculation is computationally intensive, relying on the market-consistent estimation of own funds. While Solvency II prioritizes the direct…
Application of ZX-calculus to Quantum Architecture Search
Tom Ewen, Ivica Turkalj, Patrick Holzer +1
This paper presents a novel approach to quantum architecture search by integrating the techniques of ZX-calculus with Genetic Programming (GP) to optimize the structure of paramete…
Quantum Architecture Search for Quantum Monte Carlo Integration via Conditional Parameterized Circuits with Application to Finance
Mark-Oliver Wolf, Tom Ewen, Ivica Turkalj
Classical Monte Carlo algorithms can theoretically be sped up on a quantum computer by employing amplitude estimation (AE). To realize this, an efficient implementation of state-de…
An Amplitude-Based Implementation of the Unit Step Function on a Quantum Computer
Jonas Koppe, Mark-Oliver Wolf
Modelling non-linear activation functions on quantum computers is vital for quantum neurons employed in fully quantum neural networks, however, remains a challenging task. We intro…