Investigates quantum vs classical portfolio optimization of 60 stocks.
problem Optimizing risk vs return portfolios of 60 stocks using quantum and classical methods.
method Classical and quantum annealing approaches applied to historical data.
result Quantum and classical methods yield similar optimal portfolios.
D-Wave quantum annealers represent a novel computational architecture and have attracted significant interest, but have been used for few real-world computations. Machine learning has been identified as an area where quantum annealing may be useful. Here, we show that the D-Wave 2X can be effectively used as part of an…
Study analyzes 3,171 stocks to pick efficient portfolios using quantum and classical solvers.
problem Creating efficient stock portfolios from a large dataset.
method Used classical and quantum solvers to optimize portfolios of 3,171 US stocks.
result Demonstrated the effectiveness of quantum and classical solvers in portfolio optimization.
Quantum computer optimizes investment portfolios, outperforming traditional methods.
problem Minimizing risk while meeting return and budget constraints in investment portfolios.
method Used D-Wave quantum annealer and hybrid solvers to solve Portfolio Optimization problem.
result D-Wave quantum solution performs close to traditional commercial solvers for tested problem sizes.
Quantum annealing solves matrix factorization for large datasets.
problem Finding low-rank approximations of large real-valued matrices.
method Transformed real optimization into QUBO problems, solved on D-Wave quantum annealer.
result Quantum approach outperforms classical methods and finds better results.
D-Wave quantum annealing fails to improve sampling quality from RBMs compared to Gibbs sampling.
problem Improving sampling quality from RBMs using D-Wave quantum annealing.
method Comparison of D-Wave quantum annealing and Gibbs sampling for RBM sampling.
result D-Wave sampling does not significantly improve the number of local valleys compared to Gibbs sampling.
Kernel-based support vector machines (SVMs) are supervised machine learning algorithms for classification and regression problems. We introduce a method to train SVMs on a D-Wave 2000Q quantum annealer and study its performance in comparison to SVMs trained on conventional computers. The method is applied to both synth…
We propose a regression algorithm that utilizes a learned dictionary optimized for sparse inference on a D-Wave quantum annealer. In this regression algorithm, we concatenate the independent and dependent variables as a combined vector, and encode the high-order correlations between them into a dictionary optimized for…
Quantum annealer speeds up RBM training for image classification.
problem Training RBM with contrastive divergence (CD) is slow and computationally expensive.
method Used D-Wave 2000Q quantum annealer to calculate model expectation of gradient learning for RBM.
result Quantum training yields similar classification performance to CD but faster.
Lossy compression of statistical data using quantum annealing.
problem Efficiently compressing statistical floating-point data.
method Representation learning with binary variables, classical optimization of basis vectors, quantum annealing for coefficients, bias correction.
result Quantum annealing shows promising results with 3.5x better compression than neural-network autoencoders.
Quantum computing techniques improve graph analysis and community detection.
problem Analyzing large graphs efficiently and accurately.
method Used quantum annealing and quantum gate computers for community detection and regularity checking.
result Demonstrated the effectiveness of quantum computing in solving complex graph problems.
Study explores D-Wave QA for RBM training, finds modest benefits but no significant improvements.
problem Improving RBM training using D-Wave quantum annealing.
method Hybrid sampling approach combining classical and D-Wave QA methods.
result No significant improvements in RBM training using D-Wave QA, but potential for CF mitigation.
Quantum computer helps optimize stock portfolios.
problem Finding the best mix of stocks for optimal risk and return.
method Classical and quantum approaches to portfolio optimization.
result Quantum computer improves portfolio selection.
A D-Wave quantum annealer (QA) having a 2048 qubit lattice, with no missing qubits and couplings, allowed embedding of a complete graph of a Restricted Boltzmann Machine (RBM). A handwritten digit OptDigits data set having 8x7 pixels of visible units was used to train the RBM using a classical Contrastive Divergence. E…
We investigate a hybrid quantum-classical solution method to the mean-variance portfolio optimization problems. Starting from real financial data statistics and following the principles of the Modern Portfolio Theory, we generate parametrized samples of portfolio optimization problems that can be related to quadratic b…
Optimizes train schedules and maintenance using CP and QA.
problem Optimizing train schedules and maintenance considering constraints.
method Used Constraint Programming and Quantum Annealing to model and solve the problem.
result Both CP and QA approaches produce comparable results on real quantum computers.
We solve a multi-period portfolio optimization problem using D-Wave Systems' quantum annealer. We derive a formulation of the problem, discuss several possible integer encoding schemes, and present numerical examples that show high success rates. The formulation incorporates transaction costs (including permanent and t…
The 2008 mortgage crisis is an example of an extreme event. Extreme value theory tries to estimate such tail risks. Modern finance practitioners prefer Expected Shortfall based risk metrics (which capture tail risk) over traditional approaches like volatility or even Value-at-Risk. This paper provides a quantum anneali…
Quantum machine learns to clean up blurry images.
problem Cleaning up blurry images using quantum computing.
method Uses Boltzmann machines, QUBO, and quantum annealing to balance image quality and noise.
result Quantum method produces cleaner images than noisy originals on average.
We present an algorithm for learning a latent variable generative model via generative adversarial learning where the canonical uniform noise input is replaced by samples from a graphical model. This graphical model is learned by a Boltzmann machine which learns low-dimensional feature representation of data extracted …
End-to-end portfolio optimization using quantum annealing for financial decision problems.
problem Optimizing financial portfolios with quantum computing constraints.
method Hybrid pipeline combining quantum and classical optimization.
result Quantum-assisted portfolio optimization can achieve competitive returns.
Proposes a quantum-inspired algorithm for selecting representative data subsets.
problem Selecting the most representative subset of data from a larger dataset.
method Uses a Quadratic Unconstrained Binary Optimization (QUBO) problem approach.
result Demonstrates the effectiveness of the selector algorithm in finance applications.
Quantum Annealing Enhanced Reinforcement Learning for Accurate RUL Prediction
problem RUL estimation in predictive maintenance
method QAQL framework combining quantum annealing and Q-learning
result Outperforms classical and quantum baselines
This study optimizes currency arbitrage using quantum computing methods.
problem Optimizing profitable trading routes in currency markets.
method Quantum Annealing, QAOA, and Constraint Mapping.
result Quantum computing techniques enhance the identification of optimal arbitrage paths.
A new penalty-free method optimizes portfolios without quantum annealing penalties.
problem Optimizing portfolios with quantum annealing penalties.
method Removing the penalty term and using a classical feasibility projector.
result Significant reduction in chain-break fractions and post-processed regret.
Paper tackles dynamic portfolio optimization using quantum and quantum-inspired methods.
problem Optimizing investment portfolios over time considering transaction costs and constraints.
method Implemented quantum and quantum-inspired algorithms on different hardware platforms for real data.
result D-Wave Hybrid and Tensor Networks handle the largest systems up to 1272 qubits.
Quantum Boltzmann Machines trained on quantum annealers produce noisy synthetic data.
problem Training quantum Boltzmann machines on quantum annealers for financial data generation.
method Used D-Wave Advantage 4.1 quantum annealer to train QBMs and compare with classical RBMs.
result Quantum Boltzmann Machines trained on quantum annealers are noisier and less effective than classical RBMs.
Quantum computing aids in optimizing currency reserves for central banks.
problem Optimizing currency composition in foreign exchange reserves.
method Comparison of quantum and classical algorithms for portfolio optimization.
result Quantum algorithms outperform classical methods in currency optimization.
D-Wave hybrid quantum-classical portfolio optimization shows classical decomposition is key, not quantum sampling.
problem Optimizing portfolios with constraints using hybrid quantum-classical methods.
method Operational decomposition audit of D-Wave's hybrid quantum-classical service on mean-variance-turnover instances.
result Classical decomposition and feasibility-aware reassembly are key to hybrid quantum-classical performance.
In Deep Learning, a well-known approach for training a Deep Neural Network starts by training a generative Deep Belief Network model, typically using Contrastive Divergence (CD), then fine-tuning the weights using backpropagation or other discriminative techniques. However, the generative training can be time-consuming…
Quantum optimization for portfolios with risk and diversification constraints.
problem Implementing complex constraints in portfolio optimization for financial applications.
method Transformed portfolio optimization into a quadratic binary optimization problem suitable for quantum annealers.
result Demonstrated practical implementation of daily constraints in real data using quantum processors.
D-Wave computers struggle with sampling Boltzmann distributions efficiently.
problem Sampling Boltzmann distributions efficiently on D-Wave computers.
method Exploring various obstacles and remaining difficulties.
result Challenges remain in using D-Wave computers for efficient sampling.
The ability to accurately classify disease subtypes is of vital importance, especially in oncology where this capability could have a life saving impact. Here we report a classification between two subtypes of non-small cell lung cancer, namely Adeno- carcinoma vs Squamous cell carcinoma. The data consists of approxima…
Reverse annealing boosts quantum matrix factorization performance.
problem Improving quantum matrix factorization performance.
method Combining forward and reverse annealing for nonnegative/binary matrix factorization.
result Combination of forward and reverse annealing significantly improves performance.
Simulated Bifurcation outperforms quantum machines in community detection.
problem Community detection in complex networks
method Quantum-inspired Simulated Bifurcation algorithm for QUBO formulation
result Simulated Bifurcation achieves highest modularity in community detection
A new diffusion model uses efficient conditional estimators for discrete data.
problem Efficient estimation of conditional probabilities for discrete data.
method Discrete denoising diffusion framework with sample-efficient NeurISE conditional estimation.
result The method outperforms existing approaches in various metrics on binary and scientific data.
Quantum annealers aim at solving non-convex optimization problems by exploiting cooperative tunneling effects to escape local minima. The underlying idea consists in designing a classical energy function whose ground states are the sought optimal solutions of the original optimization problem and add a controllable qua…
We propose a modified expectation-maximization algorithm by introducing the concept of quantum annealing, which we call the deterministic quantum annealing expectation-maximization (DQAEM) algorithm. The expectation-maximization (EM) algorithm is an established algorithm to compute maximum likelihood estimates and appl…
This paper presents studies on a deterministic annealing algorithm based on quantum annealing for variational Bayes (QAVB) inference, which can be seen as an extension of the simulated annealing for variational Bayes (SAVB) inference. QAVB is as easy as SAVB to implement. Experiments revealed QAVB finds a better local …
Maximum likelihood estimation (MLE) is one of the most important methods in machine learning, and the expectation-maximization (EM) algorithm is often used to obtain maximum likelihood estimates. However, EM heavily depends on initial configurations and fails to find the global optimum. On the other hand, in the field …
Quantum machine learns faster by reverse annealing on AQCs.
problem Training RBMs on AQCs is hard due to low qubit connectivity.
method Embedding RBM nodes to virtual qubits, semantic quantum search, reverse annealing schedule.
result Reverse annealing accelerates RBM training and improves reconstruction scores.
Quantum annealing improves VB inference, avoiding local minima.
problem Variational Bayes inference stuck in local minima.
method Quantum annealing approach to VB inference.
result Quantum annealing variational Bayes (QAVB) outperforms classical VB.
Quantum optimization aids in financial crash prediction and portfolio management.
problem Hard financial optimization problems.
method Quantum algorithms for financial crashes and portfolio optimization.
result Quantum strategies improve financial prediction and portfolio management.
QAPCA uses quantum annealing for robust PCA.
problem Outliers in data skew L2-norm principal components.
method Quantum annealing for L1-norm optimization.
result QAPCA's reconstruction error is comparable to L1-BF.
New method uses quantum annealing and VAN for better statistical mechanics calculations.
problem Difficulty in computing partition function in statistical mechanics.
method Combines quantum annealing samples with variational autoregressive networks.
result Enhanced accuracy in finite-size Sherrington-Kirkpatrick model.
Quantum annealing is a generic solver of the optimization problem that uses fictitious quantum fluctuation. Its simulation in classical computing is often performed using the quantum Monte Carlo simulation via the Suzuki--Trotter decomposition. However, the negative sign problem sometimes emerges in the simulation of q…
New Ising models improve consensus clustering on specialized hardware.
problem Consensus clustering optimization problems.
method Formulated consensus clustering as Ising models and evaluated on specialized hardware.
result Our Ising models outperform existing techniques on consensus clustering.
Quantum algorithms improve stock price prediction accuracy.
problem Improving stock price prediction accuracy using quantum techniques.
method Extracted stock price indicators, used QA and PCA for feature selection and dimensionality reduction, trained QSVM for binary classification.
result Quantum Support Vector Machine (QSVM) outperformed classical models in stock price prediction accuracy.