量子计算在信用卡审批策略优化中的应用研究  

APPLICATION OF QUANTUM COMPUTING IN THE OPTIMIZATION OF CREDIT CARD APPROVAL STRATEGY

作　　者：铁锦程 Tie Jincheng(Shanghai Pudong Development Bank,Shanghai 200120,China)

机构地区：[1]上海浦东发展银行,上海200120

出　　处：《计算机应用与软件》2023年第5期129-133,共5页Computer Applications and Software

摘　　要：风险控制是信用卡业务发展的核心。大数据风控以数据驱动风险决策,对数据、算法、算力有较高的要求。聚焦于探索量子计算在信用卡业务中的应用,以“信用卡审批策略组合优化”场景验证量子计算的有效性与可行性。基于量子贝叶斯网络和超启发算法,构建信用卡审批策略组合优化模型,并通过超导量子计算机进行实际验证。验证结果表明,基于量子计算的审批策略组合优化方法可以有效地求解该优化问题,并为优化算法提供二次加速的效果。Risk control is the core of the credit card business development.Big data risk control is data-driven risk decision-making,and has high requirements on data,algorithms and computing power.Focusing on exploring the application of quantum computing in credit card business,the effectiveness and feasibility of quantum computing with the scenario of"credit card approval strategy combinatorial optimization"were verified.Based on the quantum Bayesian network and the super-inspired algorithm,this paper built a combinatorial optimization model of the credit card approval strategy,and actually verified it by the superconducting quantum computer.The verification results show that the approval strategy combinatorial optimization method based on quantum computation can effectively solve the optimization problem,and provide a quadratic acceleration effect for the optimization algorithm.

关 键 词：量子计算 组合优化 数据驱动 信用卡风控 

分 类 号：TP312[自动化与计算机技术—计算机软件与理论]