Loïc Henriet

Lucas Leclerc, Luis Ortiz-Guitierrez, Sebastian Grijalva et al.

Machine Learning models capable of handling the large datasets collected in the financial world can often become black boxes expensive to run. The quantum computing paradigm suggests new optimization techniques, that combined with classical algorithms, may deliver competitive, faster and more interpretable models. In this work we propose a quantum-enhanced machine learning solution for the prediction of credit rating downgrades, also known as fallen-angels forecasting in the financial risk management field. We implement this solution on a neutral atom Quantum Processing Unit with up to 60 qubits on a real-life dataset. We report competitive performances against the state-of-the-art Random Forest benchmark whilst our model achieves better interpretability and comparable training times. We examine how to improve performance in the near-term validating our ideas with Tensor Networks-based numerical simulations.

Slimane Thabet, Romain Fouilland, Loic Henriet

Recently, efforts have been made in the community to design new Graph Neural Networks (GNN), as limitations of Message Passing Neural Networks became more apparent. This led to the appearance of Graph Transformers using global graph features such as Laplacian Eigenmaps. In our paper, we introduce a GNN architecture where the aggregation weights are computed using the long-range correlations of a quantum system. These correlations are generated by translating the graph topology into the interactions of a set of qubits in a quantum computer. This work was inspired by the recent development of quantum processing units which enables the computation of a new family of global graph features that would be otherwise out of reach for classical hardware. We give some theoretical insights about the potential benefits of this approach, and benchmark our algorithm on standard datasets. Although not being adapted to all datasets, our model performs similarly to standard GNN architectures, and paves a promising future for quantum enhanced GNNs.