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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.

168,742 papers · 148 categories

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17335066 · May 202619922001200920172026
48 results for quantum adiabatic evolution

Optimizes trading trajectories for large portfolios quickly.

problem Optimizing trading trajectories for large portfolios with constraints.
method Simulated bifurcation algorithm applied to portfolio optimization.
result First numerical results confirm SB algorithm's power for portfolio optimization.

Quantum computing for machine learning attracts increasing attention and recent technological developments suggest that especially adiabatic quantum computing may soon be of practical interest. In this paper, we therefore consider this paradigm and discuss how to adopt it to the problem of binary clustering. Numerical …

2017-06-17abs ↗pdf ↗

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.

We study the generating functional, the adiabatic curvature and the adiabatic phase for the integer quantum Hall effect (QHE) on a compact Riemann surface. For the generating functional we derive its asymptotic expansion for the large flux of the magnetic field, i.e., for the large degree kk of the positive Hermitian …

2015-10-22abs ↗pdf ↗

Unified geometric framework for adiabatic quantum mechanics.

problem Understanding geometric phases and exceptional points in quantum mechanics.
method Formal geometric framework for arbitrary non-degenerate Hamiltonians.
result Generalization of geometric phase to non-Hermitian Hamiltonians.

Survey on quantum computing and neural networks.

problem Understanding and comparing quantum computing and neural networks.
method Introduction to quantum computing concepts, explanation of quantum computing paradigms, and analysis of quantum neural networks.
result Current state-of-the-art in quantum neural networks.

New method uses adiabatic principles to improve ground-state preparation in quantum computing.

problem Challenges in variational training of complex energy landscapes.
method Iterative Hamiltonian deformation complemented with adiabatic principles.
result Consistent convergence to target ground state through sequence of intermediate problems.

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.

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.

Develops adiabatic theory for ACW flow on surfaces.

problem Evolution of large closed surfaces under area-constrained Willmore flow.
method Constructs a map on a four-dimensional manifold of barycenters to characterize ACW flow dynamics.
result Explicit four-dimensional effective dynamics of barycenters serves as an asymptotic approximation for ACW flow.

Quantum computer method for pricing lookback options with jumps.

problem Pricing lookback options with discrete monitoring and jump conditions.
method Variational Quantum Imaginary Time Evolution (VarQITE) method to solve non-Hermitian Schrodinger equation.
result Quantum algorithm can handle jump conditions in lookback options pricing.

Characterizes optimal-speed quantum state evolution Hamiltonians.

problem Optimal-speed unitary time evolution of pure and quasi-pure quantum states.
method Construction of the manifold of pure states and isometry with flag manifold, characterization of equigeodesic vectors.
result Hamiltonians generating optimal-speed time evolution are fully characterized by equigeodesic vectors of the flag manifold.

Tangle machines are a topologically inspired diagrammatic formalism to describe information flow in networks. This paper begins with an expository account of tangle machines motivated by the problem of describing `covariance intersection' fusion of Gaussian estimators in networks. It then gives two examples in which ta…

2015-11-16abs ↗pdf ↗

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 ↗

Develops an analytic theory for quantum imaginary time evolution.

problem Lack of a first-principle understanding of quantum imaginary time evolution.
method Interprets QITE as a form of VQA trained with QNGD and connects it to the geometric geodesic distance in the quantum Fisher information metric.
result QITE converges faster than vanilla gradient descent-based VQAs, though the advantage is suppressed by Hilbert space dimensionality.

We apply the geometric-topology surgery theory on spacetime manifolds to study the constraints of quantum statistics data in 2+1 and 3+1 spacetime dimensions. First, we introduce the fusion data for worldline and worldsheet operators capable creating anyon excitations of particles and strings, well-defined in gapped st…

2016-02-18abs ↗pdf ↗

Model financial markets using open quantum systems to understand market imperfections.

problem Understanding market imperfections through imperfect trading mechanisms.
method Using open quantum systems to represent financial markets, characterizing orbits, and analyzing reduced density matrices.
result Non-classical modes of time evolution can incorporate factors like illiquid trades and imperfect trading mechanisms.

Quantum methods model uncertain volatility in financial markets.

problem Modeling financial asset prices with uncertain volatility.
method Quantum stochastic calculus with unitary and non-unitary time evolution.
result Different volatility levels encoded in quantum states, leading to varied market price evolutions.

Quantum-assisted VAE improves similarity search in high-dimensional datasets.

problem Finding fast and memory-efficient similarity search in high-dimensional data.
method Construct a space-efficient search index based on the latent space of a Quantum-assisted Variational Autoencoder (QVAE).
result Real-world speedups and memory-efficient scaling to half a billion data points.

We propose a version of the non-relativistic quantum mechanics in which the pure states of a quantum system are described as sections of a Hilbert (generally infinitely-dimensional) fibre bundle over the space-time. There evolution is governed via (a kind of) a parallel transport in this bundle. Some problems concernin…

1998-03-29abs ↗pdf ↗

To formulate the universal constraints of quantum statistics data of generic long-range entangled quantum systems, we introduce the geometric-topology surgery theory on spacetime manifolds where quantum systems reside, cutting and gluing the associated quantum amplitudes, specifically in 2+1 and 3+1 spacetime dimension…

2019-01-31abs ↗pdf ↗

This work presents a novel fundamental algorithm for for defining and training Neural Networks in Quantum Information based on time evolution and the Hamiltonian. Classical Neural Network algorithms (ANN) are computationally expensive. For example, in image classification, representing an image pixel by pixel using cla…

2019-05-27abs ↗pdf ↗

We show how to train a quantum network of pairwise interacting qubits such that its evolution implements a target quantum algorithm into a given network subset. Our strategy is inspired by supervised learning and is designed to help the physical construction of a quantum computer which operates with minimal external cl…

2016-07-20abs ↗pdf ↗

Tangle machines are topologically inspired diagrammatic models. Their novel feature is their natural notion of equivalence. Equivalent tangle machines may differ locally, but globally they are considered to share the same information content. The goal of tangle machine equivalence is to provide a context-independent me…

2014-04-10abs ↗pdf ↗

Study adiabatic limits of calibrated submanifolds in Riemannian geometry.

problem Understanding the behavior of calibrated submanifolds under adiabatic limits.
method Define a 1-parameter family of forms and study their adiabatic limit, showing it is a generalized calibration.
result Adiabatic calibrated submanifolds are anisotropic minimal in the classical sense.

Simulating the time-evolution of quantum mechanical systems is BQP-hard and expected to be one of the foremost applications of quantum computers. We consider classical algorithms for the approximation of Hamiltonian dynamics using subsampling methods from randomized numerical linear algebra. We derive a simulation tech…

2018-04-06abs ↗pdf ↗

Quantum crypto-economics models price risks in blockchain technology.

problem Quantum technology's potential to undermine blockchain security.
method Building financial models to price quantum risk in blockchain scenarios.
result Quantum crypto-economics models can assess and price quantum risks in blockchain.

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.

We use adiabatic limits to study foliated manifolds. The Bott connection naturally shows up as the adiabatic limit of Levi-Civita connections. As an application, we then construct certain natural elliptic operators associated to the foliation and present a direct geometric proof of a vanshing theorem of Connes[Co], whi…

1999-12-29abs ↗pdf ↗