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What's the best way to start learning quantum applications on finance problems?

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  • last reply by gromit Oct. 18, 2021
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    BrownB
    Members 4 posts
    Oct. 15, 2021, 7:25 p.m. Oct. 15, 2021, 7:25 p.m.
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    I am interested in applying quantum algorithms to solve finance problems. Is there any material, website or projects that I can start with?

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    gromit
    Members 1 post
    Oct. 18, 2021, 10:41 p.m. Oct. 18, 2021, 10:41 p.m.
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    A good starting point might be Qiskit's tutorial on financial use cases. You may also want to check the references therein.
    For example, on derivative pricing:
    - Quantum Risk Analysis. Woerner, Egger. 2018.
    - Option Pricing using Quantum Computers. Stamatopoulos et al. 2019.
    On portfolio optimization:
    - Improving Variational Quantum Optimization using CVaR. Barkoutsos et al. 2019.

    In addition, this paper by Chakrabarti et al. is a decent analysis of the resource requirements for the derivative pricing problem. And the following two review papers are good overviews of the advances in quantum computing for finance:
    - Quantum computing for finance: Overview and prospects. OrĂºs et al. 2019.
    - Quantum Machine Learning for Finance. Pistoia et al. 2021.

    Hopefully that would help!

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