Date:
September 27, 2022
Time:
15:00 - 18:15 CEST (Berlin Time)
Location:
Virtual - MS Teams, see below
Quantum Computing in Finance – Where are we today?
Quantum computing and the so-called quantum supremacy to speed up certain computations is undoubtedly getting massive interest and attention these days across all industry verticals.
But is this hype, or near (or far) future reality, given the current state of the art, current and future hardware and implementation? Does it have the potential to put (quantitative) finance on a new level with this promised potential massive increase of computational performance?
We would like to give and discuss some answers to these questions with an overview of the current quantum computing research activities at Fraunhofer ITWM, and outline some potential applications in quantitative finance, risk management, portfolio optimisation and future outlook.
Content
- What is the current status on quantum computing hardware and computation?
- Overview of the Quantum computing research activities at Fraunhofer ITWM.
- Does quantum computing have the potential to put Finance on a new level?
- Applications in options pricing, risk calculations and insurance
- Latest developments in quantum annealing
- Future outlook
| Agenda |
|
| |
Time |
|
Event |
|
| |
|
|
|
|
| |
15:00
|
|
Opening
Dr. Ulrich Nögel, PRMIA, Regional Director Frankfurt
|
|
| |
|
|
|
|
| |
15:05
|
|
Quantum Computing at Fraunhofer ITWM
Pascal Halffmann, ITWM |
|
| |
|
|
|
|
| |
15:15
|
|
An Amplitude-Based Implementation of the Unit Step Function and application to Asian Options
Mark-Oliver Wolf, ITWM
|
|
| |
|
|
|
|
| |
15:45 |
|
Calculation of Risk Measures on a Quantum Computer
Ivica Turkalj, ITWM |
|
| |
|
|
|
|
| |
16:15 |
|
Quantum Annealing: Theory, Applications & Latest Advances
Nicholas Chancellor, Quantum Chancellor |
|
| |
|
|
|
|
| |
16:45 |
|
Quantum Computing – Challenges and Opportunities for an Insurance Company
Michael Adam, AXA |
|
| |
|
|
|
|
| |
17:45 |
|
Q&A |
|
| |
|
|
|
|
| |
18:15 |
|
Event Closes |
|
| |
|
|
|
|
|
Speakers
|
|
| |
|
|
| |
Pascal Halffmann, Fraunhofer ITWM
|
|
| |
|
|
| |
Mark-Oliver Wolf, Fraunhofer ITWM
|
|
| |
|
|
| |
Ivica Turkalj, Fraunhofer ITWM
|
|
| |
|
|
| |
Michael Adam, AXA |
|
| |
|
|
| |
Nicholas Chancelor, Quantum Chancellor |
|
| |
|
|
Microsoft Teams meeting
Join on your computer or mobile app
Click here to join the meeting
Meeting ID: 367 401 144 971
Passcode: tvEMux
Download Teams | Join on the web
Or call in (audio only)
+49 69 365057687,,788875087# Germany, Frankfurt am Main
Phone Conference ID: 788 875 087#
Find a local number | Reset PIN
In Cooperation with Fraunhofer ITWM
| Continued Risk Learning Credits: 1 |
PRMIA Continued Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].
This event is FREE for members and non-members, although registration is required. Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.) Support chapter events like this by becoming a member.