Abstract

We are interested here in recent developments in quantum computing from an algorithmic standpoint and with a view towards applications (with an emphasis on mathematical finance and stochastic analysis). We shall in particular focus on universal approximation theorems for parameterized quantum circuits as well as on the links between (partial) measurements of quantum systems and stochastic diffusions.

Biography

Jack Jacquier is a Professor of Mathematics at Imperial College London. His research focuses on stochastic analysis and volatility modelling in Mathematical Finance, as well as on quantum computing algorithms. Prof Jacquier also serves as a scientific consultant and advisor for various finance and technology companies.