Qiskit tutorials: Finance

Click any link to open the tutorial directly in Quantum Lab.

  • Portfolio optimization - This tutorial shows how to solve a mean-variance portfolio optimization problem for n assets.

  • Portfolio diversification - This notebook illustrates a portfolio diversification problem.

  • Pricing fixed-income assets - We seek to price a fixed-income asset knowing the distributions describing the relevant interest rates.

  • Credit risk analysis - This tutorial shows how quantum algorithms can be used for credit risk analysis; more precisely, how Quantum Amplitude Estimation (QAE) can be used to estimate risk measures with a quadratic speed-up over classical Monte Carlo simulation.

  • Option pricing with qGANs - In this notebook, we discuss how a quantum machine learning algorithm, namely a quantum Generative Adversarial Network (qGAN), can facilitate the pricing of a European call option.

  • Loading and processing stock market time-series data - Across many problems in finance, one starts with time series. Here, we showcase how to generate pseudo-random time-series, download actual stock market time series from a number of common providers, and how to compute time series similarity measures.

The following tutorials take example situations and use a quantum algorithm based on amplitude estimation to estimate the expected payoff: