Quantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors
Fuente:
arXiv
Saved in:
| Main Authors: | Matsakos, Titos, Nield, Stuart |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A quantum unstructured search algorithm for discrete optimisation: the use case of portfolio optimisation
by: Matsakos, Titos, et al.
Published: (2025)
by: Matsakos, Titos, et al.
Published: (2025)
Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
by: Cui, Hengxin, et al.
Published: (2024)
by: Cui, Hengxin, et al.
Published: (2024)
Institutionalizing risk curation in decentralized credit
by: Zbandut, Anastasiia, et al.
Published: (2025)
by: Zbandut, Anastasiia, et al.
Published: (2025)
Modeling structure and credit risk of the economy: a multilayer bank-firm network approach
by: Majhi, Soumen, et al.
Published: (2026)
by: Majhi, Soumen, et al.
Published: (2026)
A stochastic correlation extension of the Vasicek credit risk model
by: Bansal, Dhruv, et al.
Published: (2026)
by: Bansal, Dhruv, et al.
Published: (2026)
Choquet rating criteria, risk measures, and risk consistency
by: Guo, Nan, et al.
Published: (2025)
by: Guo, Nan, et al.
Published: (2025)
Semi-parametric financial risk forecasting incorporating multiple realized measures
by: Peiris, Rangika, et al.
Published: (2024)
by: Peiris, Rangika, et al.
Published: (2024)
Incorporating data drift to perform survival analysis on credit risk
by: Peng, Jianwei, et al.
Published: (2026)
by: Peng, Jianwei, et al.
Published: (2026)
The impact of class imbalance in logistic regression models for low-default portfolios in credit risk
by: Schutte, Willem D., et al.
Published: (2026)
by: Schutte, Willem D., et al.
Published: (2026)
The effect of organizational studies on financial risk measures estimation
by: Marcelo Brutti Righi
Published: (2019)
by: Marcelo Brutti Righi
Published: (2019)
Validation of machine learning based scenario generators
by: Junike, Gero, et al.
Published: (2023)
by: Junike, Gero, et al.
Published: (2023)
Measuring the risk or reducing it, that is the question: is risk measurement necessary for risk reduction?
by: Uberti, Pierpaolo
Published: (2026)
by: Uberti, Pierpaolo
Published: (2026)
Wishart conditional tail risk measures: An analytic approach
by: Da Fonseca, Jose, et al.
Published: (2026)
by: Da Fonseca, Jose, et al.
Published: (2026)
A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence
by: Heranval, Antoine, et al.
Published: (2026)
by: Heranval, Antoine, et al.
Published: (2026)
Counter-monotonic risk allocations and distortion risk measures
by: Ghossoub, Mario, et al.
Published: (2024)
by: Ghossoub, Mario, et al.
Published: (2024)
Implementing Credit Risk Analysis with Quantum Singular Value Transformation
by: Veronelli, Davide, et al.
Published: (2025)
by: Veronelli, Davide, et al.
Published: (2025)
QFNN-FFD: Quantum Federated Neural Network for Financial Fraud Detection
by: Innan, Nouhaila, et al.
Published: (2024)
by: Innan, Nouhaila, et al.
Published: (2024)
Using quantile time series and historical simulation to forecast financial risk multiple steps ahead
by: Gerlach, Richard, et al.
Published: (2025)
by: Gerlach, Richard, et al.
Published: (2025)
Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches
by: Rehman, Shafique Ur, et al.
Published: (2024)
by: Rehman, Shafique Ur, et al.
Published: (2024)
Submodular risk measures
by: Wang, Ruodu, et al.
Published: (2026)
by: Wang, Ruodu, et al.
Published: (2026)
On evaluation of joint risk for non-negative multivariate risks under dependence uncertainty
by: Gong, Shuo, et al.
Published: (2022)
by: Gong, Shuo, et al.
Published: (2022)
Beyond probability-impact matrices in project risk management: A quantitative methodology for risk prioritisation
by: Acebes, Fernando, et al.
Published: (2024)
by: Acebes, Fernando, et al.
Published: (2024)
Spectral signatures of structural change in financial networks
by: Macchiati, Valentina, et al.
Published: (2024)
by: Macchiati, Valentina, et al.
Published: (2024)
Community detection by simulated bifurcation
by: Li, Wei, et al.
Published: (2024)
by: Li, Wei, et al.
Published: (2024)
Harnessing artificial intelligence by embedding advanced analytics and modelling techniques into risk management processes
by: Pontsho B. Mokoena
Published: (2025)
by: Pontsho B. Mokoena
Published: (2025)
Systemic risk measures with markets volatility
by: Sun, Fei, et al.
Published: (2018)
by: Sun, Fei, et al.
Published: (2018)
Coherent risk measures and uniform integrability
by: Huang, Muqiao, et al.
Published: (2024)
by: Huang, Muqiao, et al.
Published: (2024)
Inferring firm-level supply chain networks with realistic systemic risk from industry sector-level data
by: Fessina, Massimiliano, et al.
Published: (2024)
by: Fessina, Massimiliano, et al.
Published: (2024)
The role of debt valuation factors in systemic risk assessment
by: Fortuna, Kamil, et al.
Published: (2024)
by: Fortuna, Kamil, et al.
Published: (2024)
Some remarks on the effect of risk sharing and diversification for infinite mean risks
by: Müller, Alfred
Published: (2024)
by: Müller, Alfred
Published: (2024)
Cash non-additive risk measures: horizon risk and generalized entropy
by: Di Nunno, Giulia, et al.
Published: (2024)
by: Di Nunno, Giulia, et al.
Published: (2024)
Lambda R{é}nyi entropic value-at-risk
by: Zou, Zhenfeng
Published: (2026)
by: Zou, Zhenfeng
Published: (2026)
Lambda Value-at-Risk under ambiguity and risk sharing
by: Liu, Peng, et al.
Published: (2025)
by: Liu, Peng, et al.
Published: (2025)
Extremal cases of distortion risk measures with partial information
by: Zhao, Mengshuo, et al.
Published: (2024)
by: Zhao, Mengshuo, et al.
Published: (2024)
Diversification quotients: Quantifying diversification via risk measures
by: Han, Xia, et al.
Published: (2022)
by: Han, Xia, et al.
Published: (2022)
On multivariate contribution measures of systemic risk with applications in cryptocurrency market
by: Wen, Limin, et al.
Published: (2024)
by: Wen, Limin, et al.
Published: (2024)
Optimal design of reinsurance contracts with a continuum of risk assessments
by: Cheung, Ka Chun, et al.
Published: (2025)
by: Cheung, Ka Chun, et al.
Published: (2025)
The limitations of comonotonic additive risk measures: a literature review
by: Santos, Samuel Solgon, et al.
Published: (2022)
by: Santos, Samuel Solgon, et al.
Published: (2022)
Infinite-mean models in risk management: Discussions and recent advances
by: Chen, Yuyu, et al.
Published: (2024)
by: Chen, Yuyu, et al.
Published: (2024)
Stochastic Earned Value Analysis using Monte Carlo Simulation and Statistical Learning Techniques
by: Acebes, Fernando, et al.
Published: (2024)
by: Acebes, Fernando, et al.
Published: (2024)
Similar Items
-
A quantum unstructured search algorithm for discrete optimisation: the use case of portfolio optimisation
by: Matsakos, Titos, et al.
Published: (2025) -
Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
by: Cui, Hengxin, et al.
Published: (2024) -
Institutionalizing risk curation in decentralized credit
by: Zbandut, Anastasiia, et al.
Published: (2025) -
Modeling structure and credit risk of the economy: a multilayer bank-firm network approach
by: Majhi, Soumen, et al.
Published: (2026) -
A stochastic correlation extension of the Vasicek credit risk model
by: Bansal, Dhruv, et al.
Published: (2026)