Awesome q-fin.CP

End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility (2026)

Nikita Guseynov et al.

1.83

Quantum analog-encoding for correlated Gaussian vectors and their exponentiation with application to rough volatility (2026)

Tassa Thaksakronwong and Koichi Miyamoto

1.78

Quantum Speedups for Derivative Pricing Beyond Black-Scholes (2026)

Dylan Herman et al.

1.67

Constrained Portfolio Optimization via Quantum Approximate Optimization Algorithm (QAOA) with XY-Mixers and Trotterized Initialization: A Hybrid Approach for Direct Indexing (2026)

Javier Mancilla et al.

1.67

Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization (2026)

Vincent Gurgul et al.

1.61

Variational Quantum Eigensolver for Real-World Finance: Scalable Solutions for Dynamic Portfolio Optimization Problems (2025)

Irene De Le\'on et al.

1.56

From Classical Rationality to Contextual Reasoning: Quantum Logic as a New Frontier for Human-Centric AI in Finance (2025)

Fabio Bagarello et al.

1.44

Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing (2025)

Fernando Alonso et al.

1.44

Quantum Adaptive Self-Attention for Financial Rebalancing: An Empirical Study on Automated Market Makers in Decentralized Finance (2025)

Chi-Sheng Chen and Aidan Hung-Wen Tsai

1.39

Connecting Quantum Computing with Classical Stochastic Simulation (2025)

Jose Blanchet et al.

1.39

Portfolio construction using a sampling-based variational quantum scheme (2025)

Gabriele Agliardi et al.

1.33

Quantum generative modeling for financial time series with temporal correlations (2025)

David Dechant et al.

1.28

On Quantum BSDE Solver for High-Dimensional Parabolic PDEs (2025)

Howard Su and Huan-Hsin Tseng

1.22

Quantum Reinforcement Learning Trading Agent for Sector Rotation in the Taiwan Stock Market (2025)

Chi-Sheng Chen et al.

1.22

Monte-Carlo Option Pricing in Quantum Parallel (2025)

Robert Scriba et al.

1.17

Modern Computational Methods in Reinsurance Optimization: From Simulated Annealing to Quantum Branch & Bound (2025)

George Woodman et al.

1.11

Quantum Powered Credit Risk Assessment: A Novel Approach using hybrid Quantum-Classical Deep Neural Network for Row-Type Dependent Predictive Analysis (2025)

Rath Minati et al.

1.00

Reverse Quantum Annealing Approach to Portfolio Optimization Problems (2018)

Davide Venturelli and Alexei Kondratyev

—

Quantum Implementation of Risk Analysis-relevant Copulas (2020)

Janusz Milek

—

Hybrid quantum-classical optimization for financial index tracking (2020)

Samuel Fern\'andez-Lorenzo et al.

—

Solving the Optimal Trading Trajectory Problem Using Simulated Bifurcation (2020)

Kyle Steinhauer et al.

—

Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry (2020)

Igor Halperin

—

Prospects and challenges of quantum finance (2020)

Adam Bouland et al.

—

A Threshold for Quantum Advantage in Derivative Pricing (2020)

Shouvanik Chakrabarti et al.

—

Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance (2020)

Dong An et al.

—

Quantum Quantitative Trading: High-Frequency Statistical Arbitrage Algorithm (2021)

Xi-Ning Zhuang et al.

—

Bermudan option pricing by quantum amplitude estimation and Chebyshev interpolation (2021)

Koichi Miyamoto

—

Pricing multi-asset derivatives by finite difference method on a quantum computer (2021)

Koichi Miyamoto et al.

—

A Quantum Generative Adversarial Network for distributions (2021)

Amine Assouel et al.

—

Quantum algorithms for numerical differentiation of expected values with respect to parameters (2021)

Koichi Miyamoto

—

Towards Quantum Advantage in Financial Market Risk using Quantum Gradient Algorithms (2021)

Nikitas Stamatopoulos et al.

—

Quantum algorithm for stochastic optimal stopping problems with applications in finance (2021)

Jo\~ao F. Doriguello et al.

—

A Survey of Quantum Computing for Finance (2022)

Dylan Herman et al.

—

Quantum algorithm for calculating risk contributions in a credit portfolio (2022)

Koichi Miyamoto

—

Wasserstein Solution Quality and the Quantum Approximate Optimization Algorithm: A Portfolio Optimization Case Study (2022)

Jack S. Baker and Santosh Kumar Radha

—

A highly efficient tensor network algorithm for multi-asset Fourier options pricing (2022)

Michael Kastoryano and Nicola Pancotti

—

Quantum Advantage for Multi-option Portfolio Pricing and Valuation Adjustments (2022)

Jeong Yu Han et al.

—

Application of Quantum Computers in Foreign Exchange Reserves Management (2022)

Martin Vesel\'y

—

Pricing multi-asset derivatives by variational quantum algorithms (2022)

Kenji Kubo et al.

—

Quantum Finance: a tutorial on quantum computing applied to the financial market (2022)

Askery Canabarro et al.

—

Universal Quantum Speedup for Branch-and-Bound, Branch-and-Cut, and Tree-Search Algorithms (2022)

Shouvanik Chakrabarti et al.

—

Potential Applications of Quantum Computing for the Insurance Industry (2022)

Michael Adam

—

Quantum classical hybrid neural networks for continuous variable prediction (2022)

Prateek Jain et al.

—

A Quantum-Inspired Binary Optimization Algorithm for Representative Selection (2023)

Anna G. Hughes et al.

—

Quantum Monte Carlo algorithm for option pricing and its complexity analysis (2023)

Jianjun Chen et al.

—

Quantum Boltzmann Machines: Applications in Quantitative Finance (2023)

Cameron Perot

—

Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer (2023)

Martin Vesely

—

Real Option Pricing using Quantum Computers (2023)

Alberto Manzano et al.

—

Quantum Deep Hedging (2023)

El Amine Cherrat et al.

—

Conditional Generative Models for Learning Stochastic Processes (2023)

Salvatore Certo et al.

—

The cross-sectional stock return predictions via quantum neural network and tensor network (2023)

Nozomu Kobayashi et al.

—

Quantum computer based Feature Selection in Machine Learning (2023)

Gerhard Hellstern et al.

—

From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance (2023)

Abha Naik et al.

—

Derivative Pricing using Quantum Signal Processing (2023)

Nikitas Stamatopoulos and William J. Zeng

—

A novel approach for quantum financial simulation and quantum state preparation (2023)

Yen-Jui Chang et al.

—

Grover Search for Portfolio Selection (2023)

A. Ege Yilmaz et al.

—

Quantum-Enhanced Forecasting: Leveraging Quantum Gramian Angular Field and CNNs for Stock Return Predictions (2023)

Zhengmeng Xu et al.

—

Quantum Computational Algorithms for Derivative Pricing and Credit Risk in a Regime Switching Economy (2023)

Eric Ghysels et al.

—

Time series generation for option pricing on quantum computers using tensor network (2024)

Nozomu Kobayashi et al.

—

Quantum Risk Analysis of Financial Derivatives (2024)

Nikitas Stamatopoulos et al.

—

Awesome q-fin.CP

Key papers

q-fin.CP

Awesome q-fin.CP

Key papers