Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Log inSign up
Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Blog
Job Board
Q3AS

© 2026 Aqora Quantum S.A.S.

TermsPrivacyLegal Notice

World Academy of Science, Engineering and Technology, International Journal of Mathematical and Computational Sciences

Portfolio Risk Management Using Quantum Annealing

Thomas Doutre, Emmanuel De Meric De Bellefon

Published Sep 26, 2016• 0 citations
OpenAlex

Related papers

Quantum Algorithms for Portfolio Optimisation and Risk Management: A Survey

Ria Rushin Joseph, Snia Joseph, Shiva Raj Pokhrel

Quantum Algorithms for Portfolio Optimisation and Risk Management: A Survey

•Jan 1, 2026•0 citations

Quantum-Enhanced Financial Volatility Forecasting and Portfolio Risk Management: A Hybrid Quantum-Classical Framework

Zefree Lazarus Mayaluri, Sasmita Mishra

Computational Economics•Oct 22, 2026•0 citations

Comprehensive Review of Quantum Computing Applications in Finance: Derivative Pricing, Risk Management, and Portfolio Optimization

Cem Fotocan

Quantum computing has emerged as a transformative computational paradigm, offering novel capabilities to tackle complex problems in finance—most notably in derivative pricing, risk management, and portfolio optimization. This review synthesizes recent advances in quantum algorithms and hybrid quantum–classical frameworks as applied to financial services, examining how technologies such as quantum-annealing, quantum amplitude estimation, and variational quantum circuits can improve efficiency, accuracy, and scalability over classical methods. The study provides a systematic assessment of key use-cases: (1) derivative pricing and greeks computation via quantum Monte Carlo and amplitude estimation; (2) risk management enhancements, including Value-at-Risk (VaR) and conditional VaR through quantum gradient estimation; and (3) portfolio optimization via QUBO (quadratic unconstrained binary optimization) mapping, the Quantum Approximate Optimization Algorithm (QAOA) and quantum annealing approaches. In addition to reviewing technological potential, the paper addresses critical barriers—hardware noise, coherence limitations, data integration, regulatory considerations—and outlines future research directions, including quantum-resilient cryptography in finance and industry coupling. By bringing together algorithmic, financial and regulatory perspectives, this review seeks to guide academics and practitioners toward the next frontier in financial computing.

Next generation.•Nov 19, 2025•1 citation

Reverse quantum annealing approach to portfolio optimization problems

Davide Venturelli, Alexei Kondratyev

arXiv:1810.08584•Quantum Machine Intelligence•Apr 26, 2019•234 citations

QUANTUM COMPUTING IN FINANCIAL RISK MANAGEMENT AND PORTFOLIO OPTIMIZATION

Neelotpal Dey, Mr Akash Kumar, Mr Sanjay

•Jan 1, 2025•0 citations

Quantum computing and financial risk management: A theoretical review and implications

Mayokun Daniel Adegbola, Ayodeji Enoch Adegbola, Prisca Chinazor Amajuoyi +2 more

This review paper examines the potential implications of quantum computing for financial risk management. It explores the fundamental principles of quantum computing, including qubits, superposition, and entanglement. It discusses its advantages over classical computing for risk assessment and mitigation. The paper outlines traditional approaches to financial risk management. It explores how quantum algorithms, such as quantum Monte Carlo methods and quantum annealing, can enhance these strategies. Challenges and barriers to adopting quantum computing in the financial industry are identified, along with future research directions. Ultimately, the paper highlights the transformative potential of quantum computing for improving risk management in today's complex financial markets. Keywords: Quantum Computing, Financial Risk Management, Qubits, Quantum Algorithms, Monte Carlo Simulations, Portfolio Optimisation.

Computer Science & IT Research Journal•Jun 7, 2024•25 citations
Quantum computing has emerged as a transformative computational paradigm, offering novel capabilities to tackle complex problems in finance—most notably in derivative pricing, risk management, and portfolio optimization. This review synthesizes recent advances in quantum algorithms and hybrid quantum–classical frameworks as applied to financial services, examining how technologies such as quantum-annealing, quantum amplitude estimation, and variational quantum circuits can improve efficiency, accuracy, and scalability over classical methods. The study provides a systematic assessment of key use-cases: (1) derivative pricing and greeks computation via quantum Monte Carlo and amplitude estimation; (2) risk management enhancements, including Value-at-Risk (VaR) and conditional VaR through quantum gradient estimation; and (3) portfolio optimization via QUBO (quadratic unconstrained binary optimization) mapping, the Quantum Approximate Optimization Algorithm (QAOA) and quantum annealing approaches. In addition to reviewing technological potential, the paper addresses critical barriers—hardware noise, coherence limitations, data integration, regulatory considerations—and outlines future research directions, including quantum-resilient cryptography in finance and industry coupling. By bringing together algorithmic, financial and regulatory perspectives, this review seeks to guide academics and practitioners toward the next frontier in financial computing.
This review paper examines the potential implications of quantum computing for financial risk management. It explores the fundamental principles of quantum computing, including qubits, superposition, and entanglement. It discusses its advantages over classical computing for risk assessment and mitigation. The paper outlines traditional approaches to financial risk management. It explores how quantum algorithms, such as quantum Monte Carlo methods and quantum annealing, can enhance these strategies. Challenges and barriers to adopting quantum computing in the financial industry are identified, along with future research directions. Ultimately, the paper highlights the transformative potential of quantum computing for improving risk management in today's complex financial markets. Keywords: Quantum Computing, Financial Risk Management, Qubits, Quantum Algorithms, Monte Carlo Simulations, Portfolio Optimisation.