量子动力信用风险评估:一种使用混合量子-经典深度神经网络进行行相关预测分析的新方法

IF 5.6 2区 物理与天体物理 Q1 OPTICS
Minati Rath, Hema Date
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引用次数: 0

摘要

将量子深度学习(QDL)技术整合到金融风险分析领域,为创新提供了一条有前途的途径。本研究引入了银行业信用风险评估框架,将量子深度学习技术与行相关预测分析(RTDPA)的自适应建模相结合。该方法利用RTDPA,针对不同的贷款类别定制预测模型,旨在提高信用风险评估的准确性和效率。虽然这项工作探索了将量子方法与经典深度学习结合起来进行风险评估的潜力,但它侧重于这种混合框架的可行性和性能,而不是声称对整个行业产生变革性影响。这些发现为量子技术如何补充传统的金融分析提供了见解,为进一步发展信用风险预测建模铺平了道路。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Quantum powered credit risk assessment: a novel approach using Hybrid Quantum-Classical Deep Neural Network for Row-Type Dependent Predictive Analysis

The integration of Quantum Deep Learning (QDL) techniques into the landscape of financial risk analysis presents a promising avenue for innovation. This study introduces a framework for credit risk assessment in the banking sector, combining quantum deep learning techniques with adaptive modeling for Row-Type Dependent Predictive Analysis (RTDPA). By leveraging RTDPA, the proposed approach tailors predictive models to different loan categories, aiming to enhance the accuracy and efficiency of credit risk evaluation. While this work explores the potential of integrating quantum methods with classical deep learning for risk assessment, it focuses on the feasibility and performance of this hybrid framework rather than claiming transformative industry-wide impacts. The findings offer insights into how quantum techniques can complement traditional financial analysis, paving the way for further advancements in predictive modeling for credit risk.

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来源期刊
EPJ Quantum Technology
EPJ Quantum Technology Physics and Astronomy-Atomic and Molecular Physics, and Optics
CiteScore
7.70
自引率
7.50%
发文量
28
审稿时长
71 days
期刊介绍: Driven by advances in technology and experimental capability, the last decade has seen the emergence of quantum technology: a new praxis for controlling the quantum world. It is now possible to engineer complex, multi-component systems that merge the once distinct fields of quantum optics and condensed matter physics. EPJ Quantum Technology covers theoretical and experimental advances in subjects including but not limited to the following: Quantum measurement, metrology and lithography Quantum complex systems, networks and cellular automata Quantum electromechanical systems Quantum optomechanical systems Quantum machines, engineering and nanorobotics Quantum control theory Quantum information, communication and computation Quantum thermodynamics Quantum metamaterials The effect of Casimir forces on micro- and nano-electromechanical systems Quantum biology Quantum sensing Hybrid quantum systems Quantum simulations.
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