Capital Allocation Optimization

Optimize how capital is allocated to achieve risk and return goals.

Loan Portfolio Optimization

Optimize for risk across lending product portfolios.

Index Tracking

Reduce tracking errors in portfolios that replicate the performance of financial indices such as the S&P 500.

Algorithmic Trading

Determine the optimal execution strategy for high-frequency trading to increase risk-adjusted returns.

Auto-Hedging

Dynamically hedge existing investments with balanced assets, such as bonds, to minimize risk.

Risk Estimation

Generate synthetic data to augment sparse datasets used to train forecasting models to better predict rare financial scenarios, such as defaults and market crashes.

Tax, Credit, and Transfer Fraud Detection

Improve graph clustering analysis and other methods to detect fraudulent activity.

Credit and Insurance Risk Scoring

Identify key features in customer data to more accurately score credit risk and insurance risk to more accurately price insurance premiums.

Stress Testing

Accelerate Monte Carlo simulations for Credit Valuation Adjustments (CVAs), Fundamental Review of the Trading Book (FRTB), Incremental Risk Charge (IRC) and Value at Risk (VaR) calculations.

Derivative Pricing

Accelerate numerical simulations via machine learning and/or quantum methods to improve precision and computational time for pricing financial derivatives such as Interest Rate Swaps, Swaptions, Path-dependent Options, and Basket Options.

Price Forecasting

Analyze time series data to identify price moves and forecast trends to build more profitable trading strategies.

Product Price Analysis

Generate synthetic data to augment sparse datasets to more appropriately price new products.