JP Morgan is testing quantum deep hedging

Researchers say timeline has shortened for use of models in production

quantum computing

Quantum computing could nearly double the effectiveness of machine learning-based hedging strategies, according to researchers at JP Morgan.

The US bank worked with quantum software company QC Ware to complete a study of quantum deep hedging detailed in a new paper, Quantum Deep Hedging, released March 30.

“Now we actually have a solution that gives us confidence that in the future this work will be usable in production,” says Marco Pistoia, head of global technology applied research at JP

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here