【CFA Japan Seminar Announcement】
Title: How to Look for Quantum Advantage: Ideas on Applying Quantum Algorithms in Finance
Date: February 17th, 2020 (Monday), 18:30-20:00
Venue: Conference A, Otemachi Place Conference Center, 1st Floor, Otemachi Place, 2-3-1 Otemachi, Chiyoda-ku, Tokyo
※Please note the seminar venue is NOT FINE TOKYO at this time. Otemachi Place is 1 minute walk from A5 Exit of Otemachi Station of Tokyo Metro Subway.
*Otemachi Place is a new building that is 1 minute walk to cross the street from FINE TOKYO.
Topics: Quantitative Method, Fintech (CE credit eligible)
Speaker: Dr. Mattia Fiorentini, Head of Machine Learning and Quantum Algorithms, Cambridge Quantum Computing (UK)
Fee: CFA Japan Members, CFA Members of other societies, Associate Members, Professional Members：Free,
Candidate Non Members: JPY 2,000
Non-members: JPY 3,000
The presentation aims to provide an up-to-date overview on the emerging field of applying quantum computing to the field of quantitative finance.
• Introduction: The transformation of quantitative finance with algorithms, machine learning, and data; the broad expected impact of quantum computing
• What is "quantum advantage" and how it is related to "quantum supremacy"
• What does "achieving quantum supremacy" mean for near-term algorithm development?
• What is a "hybrid algorithm"? A quantum algorithm that we can execute right now!
• Examples and discussion on how quantum advantage can be sought in finance
o Ex1: quantum generative modelling for scenario simulation with quantum circuit born machines
o Ex2: accelerating option pricing with approximate amplitude estimation
o Ex3: better discrete portfolios with Quantum Approximate Optimization algorithms
• Future outlook on quantum algorithms and hardware
Mattia leads CQC's research team in high-impact applications of quantum algorithms in the fields of machine learning and optimization. His team's work includes the development of deep learning to financial time-series modeling and decision making. Mattia holds PhD in Physics from King's College London.
If you wish to attend this seminar, please register via website.
CFA Society Japan