Exploring Quantum-Enhanced Estimation of Financial Risk Metrics with Quantum RNG

In this paper, we present an approach for estimating significant financial metrics within risk management by utilizing quantum phenomena for random number generation. We explore Quantum-Enhanced Monte Carlo, a method that combines traditional and quantum techniques for enhanced precision through Quantum Random Numbers Generation (QRNG). The proposed methods can be based on the use of photonic phenomena or quantum processing units to generate random numbers. The results are promising, hinting at improved accuracy with the proposed methods and slightly lower estimates (both for VaR and CVaR estimation) using the quantum-based methodology.

• Publication year

  2025

• Venue

  arXiv.org

• Publication date

  2025-02-04

• Fields of study

  Physics, Computer Science, Economics, Business

• Identifiers
  DOI 10.48550/arXiv.2502.02125arXiv 2502.02125
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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