Quantum computing in banking
Semestr:
Range: 2P+2C
Completion:
Credits: 5
Programme type: Master
Study form: Fulltime
Course language: Czech
Summary:
Keywords:
Course syllabus:
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.
Seminar syllabus:
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