École de Gestion | Quantum Finance (2) Preparation of states and weighted average

Predicting the value of financial products is a difficult problem for which quantum computing could offer an advantage. This prediction can be separated into three main steps: encoding the current state, predicting the probability of future states and measuring the associated fair value. 

This project focused on the first and last of these steps. The encoding of the initial state was done using a tensor network method. The value measurement of the financial product was done using a scalar function qubitization method. 

The project demonstrated that both approaches are accurate.