Jacquier / Kondratyev Quantum Machine Learning and Optimisation in Finance

On the Road to Quantum Advantage
1. Auflage 2022
ISBN: 978-1-80181-787-5
Verlag: De Gruyter
Format: EPUB
Kopierschutz: 0 - No protection

E-Book, Englisch, 442 Seiten

No detailed description available for "Quantum Machine Learning and Optimisation in Finance".

Autoren/Hrsg.

Jacquier, Antoine

Kondratyev, Oleksiy

Weitere Mitwirkende

Lipton, Alexander

Prado, Marcos López de

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensforschung
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Optimierung
• Mathematik | Informatik EDV | Informatik Informatik Rechnerarchitektur

Inhaltsverzeichnis

Table of Contents - The Principles of Quantum Mechanics
- Adiabatic Quantum Computing
- Quadratic Unconstrained Binary Optimisation
- Quantum Boosting
- Quantum Boltzmann Machine
- Qubits and Quantum Logic Gates
- Parameterised Quantum Circuits and Data Encoding
- Quantum Neural Network
- Quantum Circuit Born Machine
- Variational Quantum Eigensolver
- Quantum Approximate Optimisation Algorithm
- The Power of Parameterised Quantum Circuits
- Looking Ahead
- Bibliography

Über Autor(innen)

Jacquier Antoine:
Antoine Jacquier obtained his PhD in 2010 in Mathematics from Imperial College London, where his research was focused on large deviations and asymptotic methods for stochastic volatility. Over the past 10 years, he has been working on stochastic analysis and volatility modelling, publishing about 50 papers and co-writing several books. He is also the Head of the MSc in Mathematics and Finance at Imperial College and regularly works as a quantitative consultant for the Finance industry.Kondratyev Oleksiy:
Oleksiy Kondratyev obtained his PhD in Mathematical Physics from the Institute for Mathematics, National Academy of Sciences of Ukraine, where his research was focused on studying phase transitions in quantum lattice systems. Oleksiy has over 20 years of quantitative finance experience, primarily in banking. He was recognised as Quant of the Year 2019 by Risk magazine and joined Abu Dhabi Investment Authority as a Quantitative Research & Development Lead in the summer of 2021.