GaussianConditionalIndependenceModel

class GaussianConditionalIndependenceModel(n_normal, normal_max_value, p_zeros, rhos)

Bases: QuantumCircuit

The Gaussian Conditional Independence Model for Credit Risk. Reference: https://arxiv.org/abs/1412.1183 Dependency between individual risk variables and latent variable is approximated linearly.

প্যারামিটার:

• n_normal (int) -- Number of qubits to represent the latent normal random variable Z

• normal_max_value (float) -- Min/max value to truncate the latent normal random variable Z

• p_zeros (List[float] | ndarray) -- Standard default probabilities for each asset

• rhos (List[float] | ndarray) -- Sensitivities of default probability of assets with respect to latent variable Z

Attributes

Methods