A PhD course on “Quantum Computing for Finance” was organized by the Statistics track, which took place from Monday, 04.12.2023, until Thursday, 07.12.2023 at Kolingasse 14-16, 1090. It is aimed at PhD students and researchers who want to get acquainted with quantum computing and its potential applications in finance.
- Course Abstract:
Quantum Computing, relegated for decades as a spooky distant myth, is now becoming a reality. To wit, quantum computers (albeit small in scale) are already available, developed by the likes of IBM, Rigetti, D-Wave, Google, Microsoft, ..... However, a quantum computer is not simply a bigger and more powerful computer; it requires a whole new set of algorithms to be written to perform useful tasks. These, and the underlying technology, draw from the laws of quantum mechanics, which are fundamentally different from our usual numerical toolbox.
The goal of this course is to provide a mathematical introduction to Quantum Computing and to highlight applications in Quantitative Finance, in particular for Monte Carlo simulations, machine learning and optimisation. Numerical examples (through python) will also be introduced to provide a tangible reality.
- Lecturer Bio:
Antoine Jacquier is Professor of Mathematics in the Department of Mathematics at Imperial College London. His research interests range from Probability Theory and Stochastic Analysis to Numerical Analysis and Quantum Computing, with a view towards applications in Mathematical Finance. For more details on his research or his published papers, please visit his homepage: jackantoinejacquie.wixsite.com/jacquier.
