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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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1122 · Nov 201919922001200920172026
16 results for QAOA

QAOA matches classical tensor power iteration in spiked tensor model recovery.

problem Statistical estimation in spiked tensor model with computational gap.
method Analysis of QAOA performance on spiked tensor model.
result QAOA weak recovery threshold matches tensor power iteration.

Hybrid QAOA approach optimizes portfolios with strict constraints, outperforming classical methods.

problem Combinatorial optimization under strict cardinality constraints in portfolio management.
method Constraint-preserving QAOA with XY-mixers and Trotterized initialization.
result QAOA achieves a Sharpe Ratio of 1.81, significantly outperforming classical methods.

Hybrid classical-quantum framework optimizes portfolio rebalancing with reduced transaction costs.

problem Optimizing portfolio rebalancing with reduced transaction costs and lookahead bias.
method Combining Ledoit-Wolf shrinkage covariance estimation, hierarchical correlation clustering, entropy-regularised Genetic Algorithm, minimum-variance and equal-weight benchmarks, QUBO formulation, and QAOA for solving the combinatorial optimisation problem.
result GA + QAOA strategy outperforms classical methods with reduced rebalances and transaction costs.

This tutorial introduces quantum computing for financial portfolio optimization.

problem Combinatorial portfolio optimization in financial markets.
method Application of Quantum Approximate Optimization Algorithm (QAOA) to portfolio optimization.
result Quality of combinatorial portfolio optimization solutions using QAOA on quantum simulator.

Quantum algorithm improves portfolio optimization quality measured by Wasserstein distance.

problem Optimizing financial asset portfolios using quantum computing.
method Used Quantum Approximate Optimization Algorithm (QAOA) and Normalized and Complementary Wasserstein Distance (ηη) to benchmark solution quality.
result Solution quality increases with QAOA circuit depth pp and is influenced by the portfolio budget BB.

Hybrid quantum algorithm tackles binary optimization problems with multiple constraints.

problem Efficiently solving binary optimization problems with multiple constraints using quantum algorithms.
method Combines QAOA with penalty dephasing and Zeno effect for non-Ising constraints.
result Significant improvement in solving practical aircraft loading problems.

Hybrid LLM and quantum optimization improve CSA collateral management by 9-10%.

problem Finance-native collateral optimization under ISDA CSAs with legal constraints.
method Hybrid pipeline combining LLM, quantum-inspired exploration, and CP-SAT.
result Improves a strong classical baseline by 9.1-10.7% across different scenarios.

Quantum algorithms for CVaR portfolio optimization face trade-offs between hardware coherence and expressibility.

problem Quantum algorithmic resilience for CVaR portfolio optimization
method WS-QAOA vs. HE-VQNN
result WS-QAOA provides exact theoretical mapping but suffers from hardware decoherence, while HE-VQNN preserves hardware coherence but lacks expressibility.

Proposes PO-QA framework to optimize portfolios using quantum algorithms.

problem Optimizing investment portfolios with reduced risk and increased gains.
method Develops a scalable quantum framework (PO-QA) to investigate quantum algorithm parameters.
result Identifies efficient quantum circuit configurations for portfolio optimization.

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.

Develops quantum circuits for faster learning with symmetry considerations.

problem Speeding up learning quantum states with symmetry considerations.
method Utilizes Okounkov-Vershik approach and Young-Jucys-Murphy elements to develop SnS_n-equivariant convolutional quantum circuits.
result Proves SnS_n-CQA generates any unitary in any given SnS_n irrep sector, universal for SU(dd) symmetry.

A quantum framework optimizes collateral allocation for derivatives.

problem Legal constraints and operational rules in collateral allocation for derivatives.
method Certified higher-order quantum framework that normalizes margin requirements and builds a bounded neighborhood of actions.
result Quantum framework improves certified sample quality compared to classical methods.