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[Fizinfo] BME Elm. Fiz. Szeminárium, nov. 3., Udvarnoki Zoltán

From: Janos Asboth <asboth.janos AT ttk.bme.hu>
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Subject: [Fizinfo] BME Elm. Fiz. Szeminárium, nov. 3., Udvarnoki Zoltán
Date: Wed, 1 Nov 2023 03:41:11 +0100
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Meghívó

BME Elméleti Fizika Szeminárium,

nov. 3. péntek 10h15,

1111 Budapest, Budafoki út 8., BME F III. magasföldszint 01.,
Elméleti Fizika Tanszék szemináriumi szoba

Udvarnoki Zoltán (ELTE TTK, Komplex Rendszerek Fizikája Tanszék):
Monte Carlo option pricing on quantum computers: is a quantum advantage
achievable?

Quantum computers have the potential to provide quadratic speedup for Monte
Carlo methods currently used in various classical applications. We examined
[1] the advantage of quantum computers for financial option pricing with
the Monte Carlo method. Systematic and statistical errors were handled in a
joint framework, and a relationship to quantum gate error was established.
New metrics were introduced for the assessment of quantum advantage based
on sample count and optimized error handling. Our numerical calculations
reveal the unpredictable nature of systematic errors, making consistent
quantum advantage difficult with current quantum hardware. Our results
indicate that very low noise levels, a two-qubit gate error rate below
10-6, are necessary for the quantum method to outperform the classical one,
but a low number of logical qubits (ca. 20) may be sufficient to see
quantum advantage already.

[1]: Z Udvarnoki, G Fáth and N Fogarasi, Quantum advantage of Monte Carlo
option pricing, J. Phys. Commun. 7, 055001 (2023).

Minden érdeklődőt szeretettel várunk.
Asbóth János,
szemináriumi koordinátor

[Fizinfo] BME Elm. Fiz. Szeminárium, nov. 3., Udvarnoki Zoltán, Janos Asboth, 11/01/2023