Copertina

Exploring Quantum-Enhanced Estimation of Financial Risk Metrics with Quantum RNG

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Dri, Emanuele, Yomi, Achille, Vetrivelan, Muthumanimaran, Kuassivi, Cedric, Exposito, Ivàn Diego
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Emerging Technologies Risk Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Implementing Credit Risk Analysis with Quantum Singular Value Transformation
di: Veronelli, Davide, et al.
Pubblicazione: (2025)

HabitatAgent: An End-to-End Multi-Agent System for Housing Consultation
di: Yang, Hongyang, et al.
Pubblicazione: (2026)

Library 2.0: Balancing the Risks and Benefits to Maximise the Dividends
di: Kelly, Brian, et al.
Pubblicazione: (2009)

An Integrated Model for Financial Risk Assessment of Grid-ignited Wildfires
di: Nematshahi, Saeed, et al.
Pubblicazione: (2025)

Taming Tail Risk in Financial Markets: Conformal Risk Control for Nonstationary Portfolio VaR
di: Schmitt, Marc
Pubblicazione: (2026)

Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives
di: Schneider, Matthew J., et al.
Pubblicazione: (2024)

Lessons From Model Risk Management in Financial Institutions for Academic Research
di: Alaghmandan, Mahmood, et al.
Pubblicazione: (2024)

Generative AI Enhanced Financial Risk Management Information Retrieval
di: Haeri, Amin, et al.
Pubblicazione: (2025)

Multivariate Residual Estimation Risk
di: Manuge, D. J.
Pubblicazione: (2026)

Quantum Network of Assets (QNA): A Density-Operator Framework for Market Dependence and Structural Risk Diagnostics
di: Gong, Hui, et al.
Pubblicazione: (2025)

Enhancing Anomaly Detection in Financial Markets with an LLM-based Multi-Agent Framework
di: Park, Taejin
Pubblicazione: (2024)

Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets
di: Bhandari, Avishek
Pubblicazione: (2025)

Research on Financial Multi-Asset Portfolio Risk Prediction Model Based on Convolutional Neural Networks and Image Processing
di: Lei, Fu, et al.
Pubblicazione: (2024)

Explainable Risk Classification in Financial Reports
di: Tan, Xue Wen, et al.
Pubblicazione: (2024)

The Estimation Risk in Extreme Systemic Risk Forecasts
di: Hoga, Yannick
Pubblicazione: (2023)

Improving Estimation of Portfolio Risk Using New Statistical Factors
di: Liu, Xialu, et al.
Pubblicazione: (2024)

Tail Risk Analysis for Financial Time Series
di: Kiriliouk, Anna, et al.
Pubblicazione: (2024)

Adaptive Window Selection for Financial Risk Forecasting
di: Li, Yinhuan, et al.
Pubblicazione: (2026)

Model Risk Management for Generative AI In Financial Institutions
di: Bhattacharyya, Anwesha, et al.
Pubblicazione: (2025)

Global Balance and Systemic Risk in Financial Correlation Networks
di: Bartesaghi, Paolo, et al.
Pubblicazione: (2024)

Application of Natural Language Processing in Financial Risk Detection
di: Wang, Liyang, et al.
Pubblicazione: (2024)

Through-the-Cycle PD Estimation Under Incomplete Data -- A Single Risk Factor Approach
di: Dömötör, Barbara, et al.
Pubblicazione: (2025)

QREChem: Quantum Resource Estimation Software for Chemistry Applications
di: Otten, Matthew, et al.
Pubblicazione: (2024)

Quantum Ranging Enhanced TDoA Localization
di: He, Entong, et al.
Pubblicazione: (2024)

Energy-Aware Quantum-Enhanced Computing Continuum
di: H., Carlos J. Barrios, et al.
Pubblicazione: (2026)

Robust Optimal Strategies for Early Liquidation in Financial Systems
di: Ahn, Dohyun, et al.
Pubblicazione: (2026)

Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach
di: Li, Pengpeng, et al.
Pubblicazione: (2026)

An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models
di: Bettels, Sören, et al.
Pubblicazione: (2024)

The Epistemic Risk of Risk: A Modal Framework for Quantitative Risk Management
di: Assa, Hirbod
Pubblicazione: (2026)

Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data
di: Biswas, Suparna, et al.
Pubblicazione: (2024)

FCOC: A Fractal-Chaotic Co-driven Framework for Financial Volatility Forecasting
di: Zeng, Yilong, et al.
Pubblicazione: (2025)

Quantifying socio-temporal effects of loan delinquency drivers in microfinance
di: Koffi, Cedric H. A., et al.
Pubblicazione: (2024)

QFNN-FFD: Quantum Federated Neural Network for Financial Fraud Detection
di: Innan, Nouhaila, et al.
Pubblicazione: (2024)

Potential Customer Lifetime Value in Financial Institutions: The Usage Of Open Banking Data to Improve CLV Estimation
di: de Brito, João B. G., et al.
Pubblicazione: (2025)

A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment
di: Gabric, Lydia J., et al.
Pubblicazione: (2025)

Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
di: Liu, Yang, et al.
Pubblicazione: (2026)

Project Risk Management from the bottom-up: Activity Risk Index
di: Acebes, Fernando, et al.
Pubblicazione: (2024)

Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
di: Mao, Tiantian, et al.
Pubblicazione: (2024)

Quantum Algorithms: A New Frontier in Financial Crime Prevention
di: Weinberg, Abraham Itzhak, et al.
Pubblicazione: (2024)

Design and Optimization of Big Data and Machine Learning-Based Risk Monitoring System in Financial Markets
di: Wang, Liyang, et al.
Pubblicazione: (2024)