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23 results for QUBO

Paper proposes a QUBO formulation that reduces binary variables in Bayesian network learning.

problem Reducing the number of binary variables in QUBO formulations for Bayesian network learning.
method Proposes a new QUBO formulation that minimizes binary variables.
result Significantly reduces the number of binary variables required for Bayesian network structure learning.

Quantum computing improves feature selection in machine learning.

problem Optimizing feature selection in machine learning problems.
method Formulated feature selection as a QUBO problem and compared quantum and classical methods.
result Quantum computing can outperform classical methods in feature selection, depending on data set.

This paper uses QUBO to train machine learning models on quantum computers.

problem Efficiently training machine learning models on quantum computers.
method Formulated three machine learning models (linear regression, SVM, k-means) as QUBO problems.
result Formulations are more efficient or equivalent in time and space complexity to classical methods.

This paper uses quantum computing to solve sparse linear regression problems efficiently.

problem Sparse linear regression to identify important features from a large set of variables.
method Formulates the 0\ell_0 optimization problem as a QUBO problem and solves it using the D-Wave adiabatic quantum computer.
result The QUBO solution matches the optimal solution for a wide range of sparsity penalty values across datasets.

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.

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.

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.

A key problem in financial mathematics is the forecasting of financial crashes: if we perturb asset prices, will financial institutions fail on a massive scale? This was recently shown to be a computationally intractable (NP-hard) problem. Financial crashes are inherently difficult to predict, even for a regulator whic…

2018-10-16abs ↗pdf ↗

A new reinforcement learning method improves Max-Cut solutions without needing training data.

problem Max-Cut problem is NP-hard, and existing methods struggle with generalizability and scalability.
method Training-data-free reinforcement learning approach to hyperplane rounding for Max-Cut optimization.
result Our method consistently achieves better Max-Cut solutions across various graph types.

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 algorithm finds extrema in discrete optimisation problems.

problem Finding extrema in discrete optimisation functions.
method Quantum unstructured search algorithm (QSERA) to map and find extrema.
result Quadratic speed-up over classical algorithms for discrete optimisation.

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.

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.