Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Credit Risk Analysis using Quantum Computers   We present and analyze a quantum algorithm to estimate credit risk more
efficiently than Monte Carlo simulations can do on classical computers. More
precisely, we estimate the economic capital requirement, i.e. the difference
between the Value at Risk and the expected value of a given loss distribution.
The economic capital requirement is an important risk metric because it
summarizes the amount of capital required to remain solvent at a given
confidence level. We implement this problem for a realistic loss distribution
and analyze its scaling to a realistic problem size. In particular, we provide
estimates of the total number of required qubits, the expected circuit depth,
and how this translates into an expected runtime under reasonable assumptions
on future fault-tolerant quantum hardware.

32
The categories of this paper are: atom-ph
9
The categories of this paper are: nlin
25
The categories of this paper are: patt-sol
15
The categories of this paper are: nucl-ex
19
The categories of this paper are: eess
14
The categories of this paper are: math-ph
10
The categories of this paper are: q-bio
33
The categories of this paper are: plasm-ph
2
The categories of this paper are: math
24
The categories of this paper are: dg-ga
37
The categories of this paper are: supr-con
17
The categories of this paper are: q-fin
4
The categories of this paper are: cond-mat
12
The categories of this paper are: nucl-th
31
The categories of this paper are: ao-sci
20
The categories of this paper are: acc-phys