Quantum Machine Learning Algorithms for Financial Analysis
Thursday April 29, 2021 • 11:00 AM
Join us to hear from Seth Lloyd, Professor of Mechanical Engineering and Physics at MIT, as he shares his findings on quantum algorithms for analyzing financial data and predicting time series. Seth will review existing algorithms, including recently proposed quantum inspired classical algorithms, and present novel algorithms for the quantum analysis of Monte Carlo processes, quantum kernel methods and embedding, quantum generative adversarial networks, and topological data analysis. He will discuss the technological issues associated with loading classical data onto quantum computers.
Seth Lloyd is a Professor of Mechanical Engineering and Physics at the Massachusetts Institute of Technology. His research area is the interplay of information with complex systems, especially quantum mechanics systems. He has performed seminal work in the fields of quantum computation, quantum communication and quantum biology, including proposing the first technologically feasible design for a quantum computer, demonstrating the viability of quantum analog computation, proving quantum analogs of Shannon’s noisy channel theorem, and designing novel methods for quantum error correction and noise reduction.
For more information, contact:
Chelsea Donahue, Rethinc. Labs Assistant Director
Chelsea_Donahue@kenan-flagler.unc.edu
Speaker
Seth Lloyd, Professor of Mechanical Engineering and Physics at the Massachusetts Institute of Technology