VaR Estimation with Quantum Computing Noise Correction Using Neural Networks

VaR Estimation with Quantum Computing Noise Correction Using Neural Networks

In this paper, we present the development of a quantum computing method for calculating the value at risk (<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>V</mi><mi>a</mi><mi...

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Bibliographic Details
Main Authors: Luis de Pedro, Raúl París Murillo, Jorge E. López de Vergara, Sergio López-Buedo, Francisco J. Gómez-Arribas
Format: Article
Language:English
Published: MDPI AG 2023-10-01
Series:Mathematics
Subjects:
neural network
qubit
quantum computing
Monte Carlo
value at risk (<i>VaR</i>)
Online Access:https://www.mdpi.com/2227-7390/11/20/4355

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