To anticipate how a portfolio, market segment, or financial strategy will behave under different conditions — such as interest rate hikes, inflation changes, or geopolitical events.

The Challenge:

Simulating financial scenarios is computationally intensive and often limited by traditional models that:

• Depend on predefined rules and assumptions

• Struggle with nonlinear dynamics or black swan events

• Can’t efficiently explore the vast number of possible futures

This makes it hard for institutions to stress test portfolios, plan under uncertainty, or prepare for market shocks with precision.

Quantum-Inspired Solution: Smarter Simulations with HessQ

HessQ leverages Quantum-Inspired Optimization (QUBO) and probabilistic modeling to simulate and analyze thousands of potential market conditions simultaneously — without needing a quantum computer.

Scenario Encoding

Market variables (interest rates, volatility, inflation, asset correlations, etc.) are encoded into high-dimensional QUBO structures.

Inspired by quantum parallelism, HessQ explores numerous “what-if” situations at once, not sequentially.

It identifies potential risks, tipping points, and opportunities across simulated realities — even the ones traditional models often ignore.

Parallel Exploration

Outcome Mapping

The Result:

Outputs Delivered:

• Dynamic stress-testing models

• Forecasts under diverse scenarios (e.g., economic slowdown, currency shocks)

• Early warning signals for systemic risk or performance drops

• Visual heatmaps of best/worst-case projections

• Thinks in possibilities: Explores a wider space of potential outcomes

• Uncovers hidden risk: Detects fragile zones traditional models overlook

• Optimizes forward planning: Supports scenario-based decision making

• Adapts as markets evolve: Adjusts simulations with real-time data

• Informs strategy under uncertainty: Essential for volatile or high-risk periods

Why HessQ Outperforms Traditional Models