A Modular Engine for Quantum Monte Carlo Integration

Understand

We present the Quantum Monte Carlo Integration (QMCI) engine developed by Quantinuum.

• It is a quantum computational tool for evaluating multi-dimensional integrals that arise in various fields of science and engineering such as finance.
• This white paper presents a detailed description of the architecture of the QMCI engine, including a variety of distribution-loading methods, a novel quantum amplitude estimation method that improves the statistical robustness of QMCI calculations, and a library of statistical quantities that can be estimated.
• The QMCI engine is designed with modularity in mind, allowing for the continuous development of new quantum algorithms tailored in particular to financial applications.