Research

I am currently working with Prof. Alexey Gorshkov at UMD on the potential applications of quantum computing in finance. The focus of my work is in near-term quantum speedups over classical algorithms for portfolio optimization and pricing financial derivatives. Financial institutions perform millions of calculations per day to try to accurately price these instruments, but these calculations are computationally expensive and cost firms time and money that could be allocated elsewhere. Thus, there is a strong desire to improve the methods for performing these calculations, and quantum computers have the potential to be an efficient and exciting alternative to classical techniques.

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I am also exploring more quantum information theoretic applications to finance, such as the idea of a quantum market, where the financial assets themselves are quantum objects. Another idea in this space, with a flavor of cryptography, is securely communicating information such as portfolio risk between market participants, such an investor and portfolio manager.

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Finally, unrelated to finance, I also work in quantum sensing, where my main project has to do with encrypted sensing. This would have applications in sensing protocols that take advantage of quantum effects like entanglement, where the data that we learn from our sensing experiment is hidden from, say, a central server or other clients in the sensor network.

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I am eager to see where these lines of work brings me and I will continue to update this page with relevant news.