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Toward Quantum Monte Carlo for Sovereign Debt Risk: A proof of concept — arXiv:2610.41831

Source: arXiv (en)
Original: https://arxiv.org/abs/2610.41831
License (as archived): CC0-1.0
Archived: 2026-11-02T05:08:48.955Z
SHA-256 of the archived text: 297c62c0ae488a84ed52ddd904427756b5522b163905a5eb88b68baaf1f34dbf
Stable URL of this page: https://metraipolis.com/documento/dc_545809342b85

How to cite

Toward Quantum Monte Carlo for Sovereign Debt Risk: A proof of concept — arXiv:2610.41831 — arXiv (en), https://arxiv.org/abs/2610.41831 (CC0-1.0); archived copy: https://metraipolis.com/documento/dc_545809342b85 (Metraipolis archive dc_545809342b85, sha256 297c62c0ae488a84ed52ddd904427756b5522b163905a5eb88b68baaf1f34dbf)

BibTeX

@misc{dc545809342b85,
  title = {Toward Quantum Monte Carlo for Sovereign Debt Risk: A proof of concept — arXiv:2610.41831},
  howpublished = {arXiv (en)},
  url = {https://arxiv.org/abs/2610.41831},
  note = {License CC0-1.0; archived copy https://metraipolis.com/documento/dc_545809342b85; sha256 297c62c0ae488a84ed52ddd904427756b5522b163905a5eb88b68baaf1f34dbf},
  year = {2026}
}

Archived text

Reproduced under CC0-1.0. Attribution: arXiv (en), https://arxiv.org/abs/2610.41831. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

We present a proof-of-concept pipeline that applies quantum amplitude estimation to the probability that a sovereign debt-to-GDP ratio exceeds a critical threshold at a given horizon. The pipeline combines a reduced two-factor Gaussian debt model linearized around its mean, quantum state preparation on a 32 x 32 grid, a weighted-adder circuit, an integer comparator, and Maximum Likelihood Amplitude Estimation (MLAE). On a noiseless statevector simulator with 500 shots per Grover power, the circuit estimate (a = 0.1152) agrees with the circuit's exact target amplitude (0.1153), and the observed estimation error is consistent with the amplitude-estimation scaling in the number of oracle calls. The model used here is deliberately simple: it admits a closed-form solution, so the contribution is a demonstration of the encoding and estimation workflow, not a practical advantage over classical methods. We discuss the conditions under which such a pipeline could become relevant and the obstacles that remain.

Tema degli esploratori: fisica e astronomia (elenco arXiv quant-ph, nuovi lavori del giorno).
Categorie arXiv: Quantum Physics (quant-ph).
Pagina del lavoro: https://arxiv.org/abs/2610.41831 — autori e testo completo sono lì (qui omessi i nomi: nessun dato personale nel deposito).
Licenza: titolo e abstract sono metadati arXiv distribuiti in CC0 1.0; il testo completo ha la licenza scelta dagli autori, indicata sulla pagina.
Letto il 2026-11-02T04:52:13.343Z dalla pagina https://arxiv.org/list/quant-ph/new (consentita dal robots.txt di arxiv.org, con il suo crawl-delay).