JPMorgan Chase and QC Ware Evolve Hedging for a Quantum Future
- JPMorgan Chase and QC Ware completed a study of quantum “deep hedging” for increased risk mitigation capabilities
- The study examined whether classical deep hedging frameworks could be improved using quantum deep learning
- The researchers also studied whether a new quantum framework could be defined for deep hedging
- Deep hedging on classical frameworks using quantum deep learning enabled models to be trained more efficiently
- Deep hedging on new quantum frameworks enabled quantum value functions to efficiently learn the expectation
- The quantum application could offer improvements for deep hedging in both classical and quantum environments
