Quantum speedup of Monte Carlo integration with respect to the number of dimensions and its application to finance

DOI10.1007/S11128-021-03127-8MaRDI QIDQ2690258zbMATH OpenOpenAlexFDO

Authors Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda, Kazuyoshi Yoshino

Publication date 15 March 2023

Published in Quantum Information Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2011.02165

zbMATH Keywords

application of quantum computation to financequantum algorithm

Mathematics Subject Classification ID

Quantum computation (81P68) Numerical methods (including Monte Carlo methods) (91G60)

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Cites work

• Amplitude estimation without phase estimation
• Continuous random variate generation by fast numerical inversion
• Credit Risk Analysis Using Quantum Computers
• scientific article; zbMATH DE number 1999206 (Why is no real title available?)
• scientific article; zbMATH DE number 1869203 (Why is no real title available?)
• scientific article; zbMATH DE number 2103524 (Why is no real title available?)
• Practical Approximation of Single-Qubit Unitaries by Single-Qubit Quantum Clifford and T Circuits
• Quantum speedup of Monte Carlo methods
• TestU01

Cited in

(5)

• Quantum algorithms for numerical differentiation of expected values with respect to parameters
• Short communication: A quantum algorithm for linear PDEs arising in finance
• Quantum Monte Carlo for economics: stress testing and macroeconomic deep learning
• An introduction to quantum computing for statisticians and data scientists
• A quadratic sample complexity reduction for agnostic learning via quantum algorithms

Describes a project that uses

Uses Software

• TestU01

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