Quantum-based risk modeling, portfolio optimization and money laundering prevention
Finance could be among the first industries to benefit from effective quantum advantages. Quantum-based Monte Carlo simulations promise speed benefits in risk modeling, quantum-based optimization can lead to improved investment decisions or enhanced swap netting, and quantum-based machine learning enables benefits in anomaly detection and classification, among other things, which offers applications for money laundering prevention or credit scoring.
In this DigitalDialog, experts will explain how classical (financial) mathematical methods can be accelerated in combination with Quantum Mechanical Processes and what implications this has for the corresponding applications in finance.
The event is aimed at:
Professionals and executives from the financial industry – both technical and non-technical.
The event will be held in English.