Jack Morgan
Quantum Research Fellow
Jack Morgan is quantum algorithms researcher and coder who is interested in hybrid algorithms that combine quantum and classical techniques to achieve an advantage on near-term quantum hardware. He is currently a Research Assistant at the Kenan Institute of Private Enterprise in Dr. Eric Ghysels’s Financial Technology (Fintech) lab. He received his B.S. in physics from Haverford College where he wrote a thesis on early universe computational cosmology. For his research, he implements hybrid algorithms for an assortment of asset pricing and credit risk applications. He has experience testing said algorithms on IBM, Quantinuum, and IonQ processors. He also developed a novel hybrid linear algebra algorithm which is more accurate than comparable algorithms when run on a fixed number of ideal simulated qubits, which he presented in the Triangle Quantum Computing Seminar Series.
Recent Publications
May 7, 2024
We formulate quantum computing solutions to a large class of dynamic nonlinear asset pricing models using algorithms, in theory exponentially more efficient than classical ones, which leverage the quantum properties of superposition and entanglement. The equilibrium asset pricing solution is a quantum state. We introduce quantum decision-theoretic foundations of ambiguity and model/parameter uncertainty to deal with model selection.
