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Quantum-Accelerated Risk Modelling for Efficient and Scalable Financial Decision-Making with Multi-Sector Potential

Ziel

Financial institutions face increasing pressure to manage complex portfolios and rapidly evolving market conditions. Traditional risk modelling methods, such as Monte Carlo simulations and lattice-based models, are too slow and resource intensive to provide near real-time insights. Monte Carlo simulations require 10,000-1m paths on high-performance computing clusters, while lattice models face exponential memory growth and inefficient parallelisation. This limits the ability of financial institutions to respond rapidly to market volatility, exposing them to financial and operational risks.
Our solution is finQbit—a platform powered by our proprietary Quantum Binomial Tree algorithm, enabling Quantum Monte Carlo simulations with quadratic convergence. By efficiently encoding all pricing paths into quantum amplitudes, finQbit reduces simulation requirements by 100-1,000x: 10,000 classical Monte Carlo simulation paths are matched by just 100 quantum paths, and 1,000,000 by 1,000. In addition, our Quantum Binomial Tree algorithm drastically reduces the logical qubit requirement from >8,000 in competing approaches to just 100-200 qubits. This makes millions of daily derivative-pricing runs feasible with greater accuracy on current and near-term quantum hardware with a low number of logical qubits. As a result, institutions can refresh their risk metrics in near real time, respond more quickly to market movements, and optimise capital allocation with greater precision.

Wissenschaftliches Gebiet (EuroSciVoc)

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Finanzierungsplan

HORIZON-CSA - HORIZON Coordination and Support Actions

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Aufforderung zur Vorschlagseinreichung

(öffnet in neuem Fenster) HORIZON-WIDERA-2025-02

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Koordinator

FINQBIT Prosta Spolka Akcyjna
Netto-EU-Beitrag
€ 500 000,00
Adresse
Tomasza Zana 39A
20-634 Lublin
Polen
KMU
Ja
Region
Makroregion wschodni Lubelskie Lubelski
Aktivitätstyp
Private for-profit entities (excluding Higher or Secondary Education Establishments)
Links
Gesamtkosten
Keine Daten