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Román Orus

noviembre 23, 2018 @ 2:30 pm - 4:00 pm

Evento Navegación

Lugar: Seminario de Física Teórica, planta 3
Día: Viernes 23 de noviembre

Ponente: Román Orus

Título: Quantum computing for finance: overview and prospects

Abstract: I will discuss how quantum computation can be applied to financial problems, providing an overview of current approaches and potential prospects. I will review quantum optimization algorithms, and expose how quantum annealers can be used to optimize portfolios, find arbitrage opportunities, perform credit scoring, assess financial equilibrium and forecast potential crashes. I will also discuss some suggestions to improve machine-learning techniques in finance through quantum machine learning. Finally, I will 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.



noviembre 23, 2018
2:30 pm - 4:00 pm


Miguel Angel Martin-Delgado


Seminario FT-II
Avenida Complutense
Madrid, Madrid 28040 España
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