Exploring Quantum-Enhanced Estimation of Financial Risk Metrics with Quantum RNG
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arXiv
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| Autores principales: | , , , , |
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| Formato: | Preprint |
| Publicado: |
2025
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866917912348983296 |
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| author | Dri, Emanuele Yomi, Achille Vetrivelan, Muthumanimaran Kuassivi, Cedric Exposito, Ivàn Diego |
| author_facet | Dri, Emanuele Yomi, Achille Vetrivelan, Muthumanimaran Kuassivi, Cedric Exposito, Ivàn Diego |
| contents | In this paper, we present an approach for estimating significant financial metrics within risk management by utilizing quantum phenomena for random number generation. We explore Quantum-Enhanced Monte Carlo, a method that combines traditional and quantum techniques for enhanced precision through Quantum Random Numbers Generation (QRNG). The proposed methods can be based on the use of photonic phenomena or quantum processing units to generate random numbers. The results are promising, hinting at improved accuracy with the proposed methods and slightly lower estimates (both for VaR and CVaR estimation) using the quantum-based methodology. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_02125 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Exploring Quantum-Enhanced Estimation of Financial Risk Metrics with Quantum RNG Dri, Emanuele Yomi, Achille Vetrivelan, Muthumanimaran Kuassivi, Cedric Exposito, Ivàn Diego Emerging Technologies Risk Management In this paper, we present an approach for estimating significant financial metrics within risk management by utilizing quantum phenomena for random number generation. We explore Quantum-Enhanced Monte Carlo, a method that combines traditional and quantum techniques for enhanced precision through Quantum Random Numbers Generation (QRNG). The proposed methods can be based on the use of photonic phenomena or quantum processing units to generate random numbers. The results are promising, hinting at improved accuracy with the proposed methods and slightly lower estimates (both for VaR and CVaR estimation) using the quantum-based methodology. |
| title | Exploring Quantum-Enhanced Estimation of Financial Risk Metrics with Quantum RNG |
| topic | Emerging Technologies Risk Management |
| url | https://arxiv.org/abs/2502.02125 |