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NEASQC final project release

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@gonfeco gonfeco released this 11 Nov 18:39
· 48 commits to main since this release
v1.6.0
6950dac

The Financial Applications software library and the associated QQuantLib Python library gathers all the myqlm code implementations relative to the use case Financial applications of the WP 5 of the NEASQC project.

This release corresponds to the end of the project one.
The QQuantLib library develops new contributions to two main areas critical for bank industry:

  • Quantum Accelerated Monte Carlo (QAMC) for option pricing (corresponding to the packages DL, AA, PE, AE, finance from QQuantLib )
  • Quantum Machine Learning (QML) for risk assessment (corresponding to the package qml4var from QQuantLib )

The benchmark package of the Financial Applications software library gathers all the different benchmarks utilities related with the major contributions developed under the framework of the project:

  • new encoding algorithm for loading negative payoffs
  • new Amplitude Estimation (AE) algorithm that has a similar performance than other state-of-the-art AE algorithms
  • new Cost Function that improves the behaviour of PQCs for using them as surrogate models for risk assessment
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