Financial Quantum Computing (Presentation Slides)

22 Pages Posted: 7 Oct 2016 Last revised: 16 Jul 2018

See all articles by Marcos Lopez de Prado

Marcos Lopez de Prado

Cornell University - Operations Research & Industrial Engineering; AQR Capital Management, LLC

Date Written: October 5, 2016

Abstract

Quantum computers can be used to solve some of the hardest problems in Finance. In this presentation we discuss some applications.

Keywords: Portfolio Optimization, Quantum Computers, Algorithm Complexity

JEL Classification: G0, G1, G2, G15, G24, E44

Suggested Citation

López de Prado, Marcos, Financial Quantum Computing (Presentation Slides) (October 5, 2016). Available at SSRN: https://ssrn.com/abstract=2848632 or http://dx.doi.org/10.2139/ssrn.2848632

Marcos López de Prado (Contact Author)

Cornell University - Operations Research & Industrial Engineering ( email )

237 Rhodes Hall
Ithaca, NY 14853
United States

HOME PAGE: http://www.orie.cornell.edu

AQR Capital Management, LLC

One Greenwich Plaza
Greenwich, CT 06830
United States

HOME PAGE: http://www.aqr.com

Register to save articles to
your library

Register

Paper statistics

Downloads
814
rank
28,223
Abstract Views
1,826
PlumX Metrics