6 papers · 1 filter
Quantum Circuit-Based Adaptation for Credit Risk Analysis
Halima Giovanna Ahmad, Alessandro Sarno, Mehdi El Bakraoui +12
Noisy and Intermediate-Scale Quantum, or NISQ, processors are sensitive to noise, prone to quantum decoherence, and are not yet capable of continuous quantum error correction for f…
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…
Implementing Credit Risk Analysis with Quantum Singular Value Transformation
Davide Veronelli, Francesca Cibrario, Emanuele Dri +4
The analysis of credit risk is crucial for the efficient operation of financial institutions. Quantum Amplitude Estimation (QAE) offers the potential for a quadratic speed-up over…
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…
Securities Transaction Settlement Optimization on superconducting quantum devices
Francesco Martini, Daniele Lizzio Bosco, Carlo Barbanera +7
We describe a quantum variational algorithm for securities transactions settlement optimization, based on a novel mathematical formalization of the problem that includes the most r…
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…