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Jordi Cahué Mestre

dblp:305/9906 · DBLP profile ↗
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1ranked-venue papers
0as first author
1since 2021 · last 2021
0000-0001-8963-0823ORCID · reported

Domains — the database's venue-derived domains; a paper can count in several

Systems, architecture and hardware · 1 · 1 since 2021

Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.

Computer architecture, parallel and distributed computing, and storage systems
1 paper
Emerging computing paradigms · 100%
Interdisciplinary, comprehensive, and emerging computing
1 paper
Computational finance and economics · 100%

Topics — the 3 heaviest of 3, each with the papers that count most for it

TopicWeightPapersLastEvidence papers
Emerging computing paradigms › quantum computing
quantum algorithms
0.512021
Credit Risk Analysis Using Quantum Computers · IEEE Trans. Computers 2021
Emerging computing paradigms
quantum computing
0.512021
Credit Risk Analysis Using Quantum Computers · IEEE Trans. Computers 2021
Computational finance and economics
credit risk
0.112021
Credit Risk Analysis Using Quantum Computers · IEEE Trans. Computers 2021

Methods — techniques the papers use, named apart from their topics

quantum amplitude estimation · 1.0monte carlo simulation · 1.0
YearPublicationVenuePosition
2021 Credit Risk Analysis Using Quantum Computers
abstract
We present and analyze a quantum algorithm to estimate credit risk more efficiently than Monte Carlo simulations can do on classical computers. More precisely, we estimate the economic capital requirement, i.e. the difference between the Value at Risk and the expected value of a given loss distribution. The economic capital requirement is an important risk metric because it summarizes the amount of capital required to remain solvent at a given confidence level. We implement this problem for a realistic loss distribution and analyze its scaling to a realistic problem size. In particular, we provide estimates of the total number of required qubits, the expected circuit depth, and how this translates into an expected runtime under reasonable assumptions on future fault-tolerant quantum hardware.
Daniel J. Egger, Ricardo García Gutiérrez, Jordi Cahué Mestre, Stefan Woerner
IEEE Trans. Computers3