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Estimating risk measures using QAE with a quadratic speed-up over classical Monte Carlo simulation.

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Credit-Risk-Analysis

Estimating risk measures using QAE with a quadratic speed-up over classical Monte Carlo simulation.

Check out the accompanying article here: https://thealexk.medium.com/qedit-credit-risk-analysis-76bdb11d8b6a

NB: This project is inspired by a tutorial by Qiskit (which can be found here: https://qiskit.org/documentation/tutorials/finance/09_credit_risk_analysis.html), to whom I owe a debt of gratitude for providing the code I used. This endeavor simply represents an attempt to accelerate my own understanding of Quantum Computing.

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Estimating risk measures using QAE with a quadratic speed-up over classical Monte Carlo simulation.

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