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Quantum computing for finance: overview and prospects

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 نشر من قبل Roman Orus
 تاريخ النشر 2018
  مجال البحث فيزياء
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We discuss how quantum computation can be applied to financial problems, providing an overview of current approaches and potential prospects. We review quantum optimization algorithms, and expose how quantum annealers can be used to optimize portfolios, find arbitrage opportunities, and perform credit scoring. We also discuss deep-learning in finance, and suggestions to improve these methods through quantum machine learning. Finally, we consider quantum amplitude estimation, and how it can result in a quantum speed-up for Monte Carlo sampling. This has direct applications to many current financial methods, including pricing of derivatives and risk analysis. Perspectives are also discussed.

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