{"id":"https://openalex.org/W4362472515","doi":"https://doi.org/10.3390/e25040593","title":"A More General Quantum Credit Risk Analysis Framework","display_name":"A More General Quantum Credit Risk Analysis Framework","publication_year":2023,"publication_date":"2023-03-31","ids":{"openalex":"https://openalex.org/W4362472515","doi":"https://doi.org/10.3390/e25040593","pmid":"https://pubmed.ncbi.nlm.nih.gov/37190381"},"language":"en","primary_location":{"id":"doi:10.3390/e25040593","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e25040593","pdf_url":"https://www.mdpi.com/1099-4300/25/4/593/pdf?version=1680237584","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj","pubmed"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/1099-4300/25/4/593/pdf?version=1680237584","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5026838861","display_name":"Emanuele Dri","orcid":"https://orcid.org/0000-0002-5144-1514"},"institutions":[{"id":"https://openalex.org/I177477856","display_name":"Politecnico di Torino","ror":"https://ror.org/00bgk9508","country_code":"IT","type":"education","lineage":["https://openalex.org/I177477856"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Emanuele Dri","raw_affiliation_strings":["Dipartimento di Automatica e Informatica (DAUIN), Politecnico di Torino, 10129 Torino, Italy"],"raw_orcid":"https://orcid.org/0000-0002-5144-1514","affiliations":[{"raw_affiliation_string":"Dipartimento di Automatica e Informatica (DAUIN), Politecnico di Torino, 10129 Torino, Italy","institution_ids":["https://openalex.org/I177477856"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5091331397","display_name":"Antonello Aita","orcid":null},"institutions":[{"id":"https://openalex.org/I4210122524","display_name":"IBM (Italy)","ror":"https://ror.org/02nc81e13","country_code":"IT","type":"company","lineage":["https://openalex.org/I1341412227","https://openalex.org/I4210122524"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Antonello Aita","raw_affiliation_strings":["IBM Italia, 20090 Milano, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IBM Italia, 20090 Milano, Italy","institution_ids":["https://openalex.org/I4210122524"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5064110332","display_name":"Edoardo Giusto","orcid":"https://orcid.org/0000-0001-8371-6685"},"institutions":[{"id":"https://openalex.org/I177477856","display_name":"Politecnico di Torino","ror":"https://ror.org/00bgk9508","country_code":"IT","type":"education","lineage":["https://openalex.org/I177477856"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Edoardo Giusto","raw_affiliation_strings":["Dipartimento di Automatica e Informatica (DAUIN), Politecnico di Torino, 10129 Torino, Italy"],"raw_orcid":"https://orcid.org/0000-0001-8371-6685","affiliations":[{"raw_affiliation_string":"Dipartimento di Automatica e Informatica (DAUIN), Politecnico di Torino, 10129 Torino, Italy","institution_ids":["https://openalex.org/I177477856"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081744793","display_name":"Davide Ricossa","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Davide Ricossa","raw_affiliation_strings":["Intesa Sanpaolo, 10121 Torino, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intesa Sanpaolo, 10121 Torino, Italy","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5027326162","display_name":"Davide Corbelletto","orcid":"https://orcid.org/0009-0003-8830-2619"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Davide Corbelletto","raw_affiliation_strings":["Intesa Sanpaolo, 10121 Torino, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intesa Sanpaolo, 10121 Torino, Italy","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001650952","display_name":"Bartolomeo Montrucchio","orcid":"https://orcid.org/0000-0003-0065-8614"},"institutions":[{"id":"https://openalex.org/I177477856","display_name":"Politecnico di Torino","ror":"https://ror.org/00bgk9508","country_code":"IT","type":"education","lineage":["https://openalex.org/I177477856"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Bartolomeo Montrucchio","raw_affiliation_strings":["Dipartimento di Automatica e Informatica (DAUIN), Politecnico di Torino, 10129 Torino, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dipartimento di Automatica e Informatica (DAUIN), Politecnico di Torino, 10129 Torino, Italy","institution_ids":["https://openalex.org/I177477856"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5000267375","display_name":"R. Ugoccioni","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Roberto Ugoccioni","raw_affiliation_strings":["Intesa Sanpaolo, 10121 Torino, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intesa Sanpaolo, 10121 Torino, Italy","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":7,"corresponding_author_ids":["https://openalex.org/A5026838861"],"corresponding_institution_ids":["https://openalex.org/I177477856"],"apc_list":{"value":2000,"currency":"CHF","value_usd":2165},"apc_paid":{"value":2000,"currency":"CHF","value_usd":2165},"fwci":2.6508,"has_fulltext":true,"cited_by_count":16,"citation_normalized_percentile":{"value":0.91639735,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":96,"max":99},"biblio":{"volume":"25","issue":"4","first_page":"593","last_page":"593"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10682","display_name":"Quantum Computing Algorithms and Architecture","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10682","display_name":"Quantum Computing Algorithms and Architecture","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10020","display_name":"Quantum Information and Cryptography","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10622","display_name":"Quantum Mechanics and Applications","score":0.9909999966621399,"subfield":{"id":"https://openalex.org/subfields/3107","display_name":"Atomic and Molecular Physics, and Optics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7111819982528687},{"id":"https://openalex.org/keywords/quantum-computer","display_name":"Quantum computer","score":0.5018880367279053},{"id":"https://openalex.org/keywords/speedup","display_name":"Speedup","score":0.4786471128463745},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.4407691955566406},{"id":"https://openalex.org/keywords/quantum","display_name":"Quantum","score":0.39613479375839233},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.3948194682598114},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3773118853569031},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.11860102415084839}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7111819982528687},{"id":"https://openalex.org/C58053490","wikidata":"https://www.wikidata.org/wiki/Q176555","display_name":"Quantum computer","level":3,"score":0.5018880367279053},{"id":"https://openalex.org/C68339613","wikidata":"https://www.wikidata.org/wiki/Q1549489","display_name":"Speedup","level":2,"score":0.4786471128463745},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.4407691955566406},{"id":"https://openalex.org/C84114770","wikidata":"https://www.wikidata.org/wiki/Q46344","display_name":"Quantum","level":2,"score":0.39613479375839233},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.3948194682598114},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3773118853569031},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.11860102415084839},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.3390/e25040593","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e25040593","pdf_url":"https://www.mdpi.com/1099-4300/25/4/593/pdf?version=1680237584","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy","raw_type":"journal-article"},{"id":"pmid:37190381","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/37190381","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy (Basel, Switzerland)","raw_type":null},{"id":"pmh:oai:pubmedcentral.nih.gov:10137342","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/10137342","pdf_url":"https://pmc.ncbi.nlm.nih.gov/articles/PMC10137342/pdf/entropy-25-00593.pdf","source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy (Basel)","raw_type":"Text"},{"id":"pmh:oai:doaj.org/article:f68529a7e4f54558bcd4e2896939e062","is_oa":true,"landing_page_url":"https://doaj.org/article/f68529a7e4f54558bcd4e2896939e062","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy, Vol 25, Iss 4, p 593 (2023)","raw_type":"article"},{"id":"pmh:oai:mdpi.com:/1099-4300/25/4/593/","is_oa":true,"landing_page_url":"https://dx.doi.org/10.3390/e25040593","pdf_url":null,"source":{"id":"https://openalex.org/S4306400947","display_name":"MDPI (MDPI AG)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210097602","host_organization_name":"Multidisciplinary Digital Publishing Institute (Switzerland)","host_organization_lineage":["https://openalex.org/I4210097602"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy; Volume 25; Issue 4; Pages: 593","raw_type":"Text"},{"id":"pmh:oai:oar:8e6q5-sfa41","is_oa":true,"landing_page_url":"https://inspirehep.net/literature/2657135","pdf_url":null,"source":{"id":"https://openalex.org/S4306402478","display_name":"INFM-OAR (INFN Catania)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210116497","host_organization_name":"Istituto Nazionale di Fisica Nucleare, Sezione di Catania","host_organization_lineage":["https://openalex.org/I4210116497"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy, 25(2023), 4, 593, (2023-03-31)","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"doi:10.3390/e25040593","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e25040593","pdf_url":"https://www.mdpi.com/1099-4300/25/4/593/pdf?version=1680237584","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4362472515.pdf"},"referenced_works_count":34,"referenced_works":["https://openalex.org/W1539771718","https://openalex.org/W1752947350","https://openalex.org/W2015800048","https://openalex.org/W2025294130","https://openalex.org/W2083545691","https://openalex.org/W2096428216","https://openalex.org/W2119046658","https://openalex.org/W2121981260","https://openalex.org/W2761934950","https://openalex.org/W2809024202","https://openalex.org/W2841500134","https://openalex.org/W2931020703","https://openalex.org/W2965632114","https://openalex.org/W2995849402","https://openalex.org/W2998842053","https://openalex.org/W3026334416","https://openalex.org/W3037022125","https://openalex.org/W3098181014","https://openalex.org/W3098477102","https://openalex.org/W3098581063","https://openalex.org/W3100806676","https://openalex.org/W3102427691","https://openalex.org/W3104703121","https://openalex.org/W3105221311","https://openalex.org/W3105820062","https://openalex.org/W3107211229","https://openalex.org/W3138943493","https://openalex.org/W3146665948","https://openalex.org/W4213053750","https://openalex.org/W4214869207","https://openalex.org/W4287848942","https://openalex.org/W4311942801","https://openalex.org/W6632479468","https://openalex.org/W6785325488"],"related_works":["https://openalex.org/W2058965144","https://openalex.org/W2164382479","https://openalex.org/W98480971","https://openalex.org/W2150291671","https://openalex.org/W2027972911","https://openalex.org/W2146343568","https://openalex.org/W2013643406","https://openalex.org/W2157978810","https://openalex.org/W2597809628","https://openalex.org/W3046370962"],"abstract_inverted_index":{"Credit":[0],"risk":[1,51,66],"analysis":[2],"(CRA)":[3],"quantum":[4,40,125,157,194],"algorithms":[5],"aim":[6],"at":[7],"providing":[8],"a":[9,34,57,70,146,183,186],"quadratic":[10],"speedup":[11],"over":[12],"classical":[13,122],"analogous":[14],"methods.":[15],"Despite":[16],"this,":[17],"experts":[18],"in":[19,27,56,69,142,172],"the":[20,28,38,50,84,87,92,100,106,155,160,164,197,208],"business":[21],"domain":[22],"have":[23],"identified":[24],"significant":[25,161],"limitations":[26,162],"existing":[29],"approaches.":[30],"Thus,":[31],"we":[32,48,82],"proposed":[33,116,152,198],"new":[35,130],"variant":[36,153],"of":[37,86,94,102,124,132,154,163,174],"CRA":[39,156],"algorithm":[41,158],"to":[42,62,109,144,185],"address":[43],"these":[44],"limitations.":[45],"In":[46,179],"particular,":[47],"improved":[49],"model":[52,75],"for":[53,76,128,148,207],"each":[54,77],"asset":[55],"portfolio":[58],"by":[59,90],"enabling":[60,99],"it":[61,181],"consider":[63],"multiple":[64],"systemic":[65],"factors,":[67],"resulting":[68],"more":[71,188],"realistic":[72,189],"and":[73,167,177,204],"complex":[74],"asset's":[78],"default":[79],"probability.":[80],"Additionally,":[81],"increased":[83,170],"flexibility":[85],"loss-given-default":[88],"input":[89],"removing":[91],"constraint":[93],"using":[95,136],"only":[96],"integer":[97],"values,":[98],"use":[101],"real":[103],"data":[104],"from":[105,138],"financial":[107,209],"sector":[108],"establish":[110],"fair":[111],"benchmarking":[112],"protocols.":[113],"Furthermore,":[114],"all":[115],"enhancements":[117],"were":[118],"tested":[119],"both":[120],"through":[121],"simulation":[123],"hardware":[126],"and,":[127],"this":[129],"version":[131],"our":[133],"work,":[134],"also":[135],"QPUs":[137],"IBM":[139],"Quantum":[140],"Experience":[141],"order":[143],"provide":[145],"baseline":[147],"future":[149],"research.":[150],"Our":[151],"addresses":[159],"current":[165],"approach":[166],"highlights":[168],"an":[169],"cost":[171],"terms":[173],"circuit":[175],"depth":[176],"width.":[178],"addition,":[180],"provides":[182],"path":[184],"substantially":[187],"software":[190],"solution.":[191],"Indeed,":[192],"as":[193],"technology":[195],"progresses,":[196],"improvements":[199],"will":[200],"enable":[201],"meaningful":[202],"scales":[203],"useful":[205],"results":[206],"sector.":[210]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":11},{"year":2024,"cited_by_count":3}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}