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Oxford Quantum Circuits and Trust Base Benchmark Hybrid Quantum Workloads for Financial Risk Modeling
Oxford Quantum Circuits (OQC) partnered with Trust Base, the digital‑innovation arm of Sumitomo Mitsui Trust Group, to benchmark classical, hybrid quantum‑classical and fault‑tolerant quantum algorithms on core financial risk‑modeling tasks. The study compared four architectures—classical Monte Carlo, classical physics‑informed neural networks (PINNs), quantum‑compressed PINNs (QPINNs) and quantum Monte Carlo (QMC) via amplitude estimation—across Black‑Scholes/Garman‑Kohlhagen, Dupire local‑volatility and Hull‑White models. QPINNs showed higher parameter efficiency but suffered from latency and noise‑sensitive Gamma calculations, while classical PINNs delivered faster runtimes and greater [...]