NBIA Colloquium: Michael Kastoriano

Speaker: Michael Kastoriano (Dept. of Computer Science, Copenhagen University)

Title: From quantum information to state-of-the-art options pricing 

Abstract: Quantum computing has by now been promised as a magic elixir for so many problems that it is hard to keep track. Yet very few of these promises have held up to scrutiny. In this talk, I will argue that one technology emerging from quantum information research—tensor network algorithms—has lived up to its promise. In particular, I will explain how tensor networks can be used to construct highly efficient and versatile algorithms for high-dimensional options pricing, and argue that, in certain industrially relevant settings, these methods are state of the art.

Brief Bio-sketch: Michael Kastoryano obtained his PhD in quantum information theory from the Niels Bohr Institute in 2012. He has held academic positions in Berlin, Cologne, and at ITU Copenhagen, and is now an associate professor of computer science at DIKU. He also spent two years in industry at the AWS Center for Quantum Computing. His research focuses primarily on theoretical quantum computation, including quantum algorithms and quantum error correction, as well as the computational and mathematical aspects of tensor networks.

Refreshments in the NBIA Lounge after the talk!