Papers

• Implementing Credit Risk Analysis with Quantum Singular Value Transformation (2025)
  Davide Veronelli et al.
  1.28
• End-to-End Portfolio Optimization with Quantum Annealing (2025)
  Sai Nandan Morapakula et al.
  1.11
• Exploring Quantum-Enhanced Estimation of Financial Risk Metrics with Quantum RNG (2025)
  Emanuele Dri et al.
  1.00
• Reduction of Qubits in Quantum Algorithm for Monte Carlo Simulation by Pseudo-random Number Generator (2019)
  Koichi Miyamoto et al.
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• Quantum Implementation of Risk Analysis-relevant Copulas (2020)
  Janusz Milek
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• Characterizing the memory capacity of transmon qubit reservoirs (2020)
  Samudra Dasgupta et al.
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• Quantum Computation for Pricing the Collateralized Debt Obligations (2020)
  Hao Tang et al.
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• Solving the Optimal Trading Trajectory Problem Using Simulated Bifurcation (2020)
  Kyle Steinhauer et al.
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• Quantum Speedup of Monte Carlo Integration with respect to the Number of Dimensions and its Application to Finance (2020)
  Kazuya Kaneko et al.
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• Quantum algorithm for calculating risk contributions in a credit portfolio (2022)
  Koichi Miyamoto
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• A highly efficient tensor network algorithm for multi-asset Fourier options pricing (2022)
  Michael Kastoryano and Nicola Pancotti
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• Copula-based Risk Aggregation with Trapped Ion Quantum Computers (2022)
  Daiwei Zhu et al.
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• Quantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors (2023)
  Titos Matsakos and Stuart Nield
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• Empowering Credit Scoring Systems with Quantum-Enhanced Machine Learning (2024)
  Javier Mancilla et al.
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• QFNN-FFD: Quantum Federated Neural Network for Financial Fraud Detection (2024)
  Nouhaila Innan et al.
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• Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing (2024)
  Atithi Acharya et al.
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