{"id":1546,"date":"2022-04-01T16:05:33","date_gmt":"2022-04-01T20:05:33","guid":{"rendered":"https:\/\/quantum.ncsu.edu\/ibm-quantum\/?post_type=tribe_events&#038;p=1546"},"modified":"2022-04-18T12:46:05","modified_gmt":"2022-04-18T16:46:05","slug":"triangle-quantum-computing-seminar-3","status":"publish","type":"tribe_events","link":"https:\/\/quantum.ncsu.edu\/ibm-quantum\/event\/triangle-quantum-computing-seminar-3\/","title":{"rendered":"Triangle Quantum Computing Seminar Series"},"content":{"rendered":"<h3><strong>Join Today&#8217;s Duke, NC State and UNC collaborative Triangle Quantum Computing Seminar\u00a0<\/strong><\/h3>\n<p><strong>Talk Title: <\/strong>Quantum Algorithm for Stochastic Optimal Stopping Problems<\/p>\n<p><strong>Speaker: Jo\u00e3o Doriguello<\/strong><\/p>\n<p><strong>Hosted by:<\/strong>\u00a0 UNC Kenan-Flagler Rethinc. Labs<\/p>\n<p><strong>Abstract:\u00a0 \u00a0<\/strong>The famous least squares Monte Carlo (LSM) algorithm combines linear least square regression with Monte Carlo simulation to approximately solve problems in stochastic optimal stopping theory. In this work, we propose a quantum LSM based on quantum access to a stochastic process, on quantum circuits for computing the optimal stopping times, and on quantum Monte Carlo techniques. For this algorithm we elucidate the intricate interplay of function approximation and quantum Monte Carlo algorithms. Our algorithm achieves a nearly quadratic speedup in the runtime compared to the LSM algorithm under some mild assumptions. Specifically,\u00a0our quantum algorithm can be applied to American option pricing and we analyze a case study for the common situation of Brownian motion and geometric Brownian motion processes.<\/p>\n<p>&nbsp;<\/p>\n<p><strong>This is a Hybrid Event with NC State.<\/strong><\/p>\n<p><strong>The In Person location for NC State is Venture Place, 2nd Floor, Large Classroom.<\/strong><\/p>\n<p><strong>REGISTRATION: <\/strong><a href=\"https:\/\/docs.google.com\/forms\/d\/1g1ulVXGcctMsWNwyoIlv36nfA9do7CB0eah_99h7xPU\/edit?usp=sharing\">Form Link\u00a0<\/a><\/p>\n<p>For more information email:\u00a0 quantumcomputing@ncsu.edu<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Join Today&#8217;s Duke, NC State and UNC collaborative Triangle Quantum Computing Seminar\u00a0 Talk Title: Quantum Algorithm for Stochastic Optimal Stopping Problems Speaker: Jo\u00e3o Doriguello Hosted by:\u00a0 UNC Kenan-Flagler Rethinc. Labs&hellip;<\/p>\n","protected":false},"author":43,"featured_media":0,"template":"","meta":{"_acf_changed":false,"ncst_custom_author":"","ncst_show_custom_author":false,"ncst_dynamicHeaderBlockName":"","ncst_dynamicHeaderData":"","ncst_content_audit_freq":"","ncst_content_audit_date":"","ncst_content_audit_display":false,"ncst_backToTopFlag":"","_tribe_events_status":"","_tribe_events_status_reason":"","_tribe_events_is_hybrid":"","_tribe_events_is_virtual":"","_tribe_events_virtual_video_source":"","_tribe_events_virtual_embed_video":"","_tribe_events_virtual_linked_button_text":"","_tribe_events_virtual_linked_button":"","_tribe_events_virtual_show_embed_at":"","_tribe_events_virtual_show_embed_to":[],"_tribe_events_virtual_show_on_event":"","_tribe_events_virtual_show_on_views":"","_tribe_events_virtual_url":"","footnotes":""},"tags":[],"tribe_events_cat":[],"class_list":["post-1546","tribe_events","type-tribe_events","status-publish","hentry"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v26.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Triangle Quantum Computing Seminar Series - IBM Quantum Innovation Center at NC State<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/quantum.ncsu.edu\/ibm-quantum\/event\/triangle-quantum-computing-seminar-3\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Triangle Quantum Computing Seminar Series - IBM Quantum Innovation Center at NC State\" \/>\n<meta property=\"og:description\" content=\"Join Today&#8217;s Duke, NC State and UNC collaborative Triangle Quantum Computing Seminar\u00a0 Talk Title: Quantum Algorithm for Stochastic Optimal Stopping Problems Speaker: Jo\u00e3o Doriguello Hosted by:\u00a0 UNC Kenan-Flagler Rethinc. 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