- Este evento ha pasado.
noviembre 23 @ 2:30 pm - 4:00 pm
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.