Quantum computing in banking

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Department of Computer Science

Synopsis:

Requirements:

Syllabus of lectures:

1.Motivating examples: credit risk estimation; European options pricing.

2.Background: Classical Monte Carlo.

3.Background: The Quantum Amplitude Estimation and Quantum Approximate Counting.

4.Quantum Alternatives to Classical Monte Carlo: Montanaro's Algorithm; MLE-QAE; Iterative QAE;

5.Robust Amplitude Estimation; Parallelized QPE and QAE;

6.Adaptive QAE; Faster Coherent QPE and QAE;

7.Quantum Signal Processing;

8.Power-law and QoPrime QAE;

9.Variational Quantum Amplitude Estimation.

10.Alternatives to Amplitude Estimation: A hybrid approach for Markov Chain Monte Carlo simulation; Implementation and Analysis of Quantum Random Walks.

11.Current Challenges to Quantum Monte Carlo: The Depth of the Circuits; The Complexity of State Preparation;

12.Current Challenges to Quantum Monte Carlo: Known Bounds on the Mixing Time; The Wall Clock Time.

13.Alternatives to Classical Monte Carlo: Adaptive Monte Carlo; Multilevel Monte Carlo; Alternative Random Variable Quadrature Methods.

14.The motivating examples revisited.

Syllabus of tutorials:

1.https://qiskit.org/documentation/finance/tutorials/00_amplitude_estimation.html

2.https://qiskit.org/documentation/finance/tutorials/03_european_call_option_pricing.html

3.https://qiskit.org/documentation/finance/tutorials/04_european_put_option_pricing.html

4.https://qiskit.org/documentation/finance/tutorials/05_bull_spread_pricing.html

5.https://qiskit.org/documentation/finance/tutorials/06_basket_option_pricing.html

6.https://qiskit.org/documentation/finance/tutorials/07_asian_barrier_spread_pricing.html

7.https://qiskit.org/documentation/finance/tutorials/08_fixed_income_pricing.html

8.https://qiskit.org/documentation/finance/tutorials/09_credit_risk_analysis.html

9.Implementace Qiskit

10.Implementace Qiskit

11.Implementace Qiskit

12.Konzultace k semestrálnímu projektu

13.Konzultace k semestrálnímu projektu

14.Konzultace k semestrálnímu projektu

Study Objective:

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No time-table has been prepared for this course

The course is a part of the following study plans: