JuliaCon 2023

Rafał Pracht

Rafał Pracht is an experienced Software Architect in the financial industry. During his career, he participated in many projects in the finance area in Poland, the UK, France, Mideast, and eastern Europe. Since 2018 he is passionate about quantum computing, and he participated in courses at MIT, ETH Zurich, and the University of Toronto on that topic. He is one of the 360 Qiskit advocates (https://qiskit.org/advocates/), the group of the finest minds in quantum computing, worldwide. Currently, he is doing quantum research for the financial industry at BNP Paribas Bank Polska SA.


Session

07-26
10:15
30min
Quantum Monte Carlo in Julia.
Rafał Pracht

Quantum computing may be the technology that will change the financial industry. One of the potential use cases for quantum computers is derivative instrument pricing, this is a computationally demanding task with proven quadratic speed-up on the quantum machine.

The goal of the talk is to show how to do this using Julia's library QuantumCircuits.jl.

Quantum
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