Quantum algorithm for dynamic asset allocation using expected shortfall.
problem Dynamic risk management in finance, especially tail risks.
method Quantum annealing algorithm in QUBO form for expected shortfall constraint.
result Quantum algorithm provides a faster solution for dynamic asset allocation.
Efficiently predicts long-time dynamics of quantum spin models using MLP regression.
problem Challenges in calculating long-time expectation values for quantum spin models.
method Utilized a multi-layer perceptron (MLP) model for regression on matrix product states (MPS) expectation values.
result Significantly reduced computational cost for generating long-time dynamics while maintaining high accuracy.
Quantum algorithms improve calculation of parameter sensitivities in financial derivatives.
problem Calculating derivatives of expected values with respect to parameters in stochastic models.
method Two quantum methods based on QMCI and central difference formula.
result Sum-in-QAE method can be more advantageous for nonsmooth functions or limited qubits.
Enhances quantum sensing by eliminating multiple oscillations in field amplitude estimation.
problem Multiple oscillations in field amplitude estimation due to inter-qubit interactions at high qubit densities.
method Adopting a quantum circuit learning framework to approximate a target function by optimizing gate parameters.
result Elimination of multiple oscillations, leading to enhanced dynamic range of quantum sensing.
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…
Two new methods estimate quantum density matrices using machine learning.
problem Estimating the quantum density matrix for complex systems.
method Quantum Maximum Likelihood and Quantum Variational Inference with quantum flows.
result Improved estimation of quantum density matrices for mixed states.
This work shows how to efficiently simulate parts of quantum landscapes using classical computers.
problem Identifying where quantum computers are advantageous and offloading computations.
method Developed a quantum-enhanced classical algorithm to simulate sub-regions of quantum landscapes.
result It is possible to generate a classical surrogate of a sub-region of a quantum landscape.
Holomorphic quantum modular forms linked to knot volumes.
problem Understanding algebraic properties of quantum modular forms.
method Analyzing descendant state integrals for specific knots.
result Illustrated algebraic properties for the (-2,3,7)-pretzel knot.
Quantum method calculates risk contributions in credit portfolios efficiently.
problem Quantifying risk concentration in subgroups of a credit portfolio.
method Quantum algorithm for simultaneous estimation of multiple expected values.
result Quantum method scales better than classical methods for finely divided subgroups.
Quantum algorithms speed up financial model calculations.
problem Computing financial model expectations efficiently.
method Quantum-accelerated multilevel Monte Carlo methods.
result Improved speed-up for financial model calculations.
Quantum EM algorithm improves clustering for Gaussian mixtures.
problem Improving clustering efficiency for Gaussian mixture models.
method Quantum expectation-maximization algorithm for Gaussian mixture models.
result Quantum EM algorithm demonstrates robustness and speedup.
Quantum algorithm speeds up nested expectation estimation by nearly quadratically.
problem Estimating repeatedly nested expectations with quantum computing.
method Proposes a quantum algorithm achieving nearly quadratic speedup over classical methods.
result Achieves nearly quadratic speedup for RNEs, up to logarithmic factors.
Quantum algorithm estimates multivariate mean with near-optimal efficiency.
problem Estimating the mean of multivariate random variables efficiently in quantum computing.
method Combines amplitude amplification, quantum singular value transformation, and Bernstein-Vazirani algorithm.
result Quantum estimator outperforms classical estimators outside low-precision regime.
Quantum self-attention boosts automated market maker performance in crypto trading.
problem Improving automated market maker rebalancing in crypto trading.
method Quantum Adaptive Self-Attention (QASA) using variational quantum circuits and softmax attention.
result QASA-Sequence variant achieves best single-model risk-adjusted performance in crypto trading.
The standard Feynman diagrammatic approach to quantum field theories assumes that perturbation theory approximates the full quantum theory at small coupling even when a mathematically rigorous construction of the latter is absent. On the other hand, two-dimensional Yang-Mills theory is a rare (if not the only) example …
Quantum algorithm samples from SDEs using DQCs and quantile mechanics.
problem Sampling from solutions of stochastic differential equations.
method Differentiable quantum circuits (DQCs) encoding latent variables, quantile mechanics.
result Quantum algorithm generates time-series from SDEs.
Since the first work on exotic smoothness in physics, it was folklore to assume a direct influence of exotic smoothness to quantum gravity. Thus, the negative result of Duston (arXiv:0911.4068) was a surprise. A closer look into the semi-classical approach uncovered the implicit assumption of a close connection between…
DO-EM framework for quantum models improves generative tasks.
problem Lack of Expectation-Maximization framework for density operators.
method Demonstrated inequality for density operators, derived DO-EM framework.
result DO-EM framework outperforms probabilistic models in generative tasks.
Quantum models face barren plateaus, but specific losses can be trainable.
problem Barren plateaus and loss concentration in quantum generative models.
method Investigated explicit and implicit losses, and their interplay.
result Explicit losses lead to new barren plateaus, while implicit losses can be trainable.
Quantum algorithm solves financial option pricing using Hamiltonian simulation.
problem Efficiently solving the Black-Scholes equation for option pricing dynamics.
method Mapped Black-Scholes equation to Schrödinger equation, used efficient Hamiltonian simulation techniques.
result Quantum algorithm shows feasible approach for solving financial derivatives on a quantum computer.
This work introduces a new quantum kernel, quantum tangent kernel, for improved performance.
problem Improving quantum machine learning performance beyond conventional methods.
method Developed a deep parameterized quantum circuit and used first-order expansion for training.
result The quantum tangent kernel outperforms conventional quantum kernel methods for ansatz-generated datasets.
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 …
Unified framework for learning quantum models from limited measurements.
problem Sample complexity and measurement shots in classical learning of quantum models.
method Unified learning framework considering probabilistic quantum measurements.
result Asymmetrical effects and interplay of sample size and measurement shots on learning performance.
Quantum method improves CVaR evaluation under correlated fields.
problem Accurately evaluating CVaR in high-dimensional, correlated material uncertainty.
method Quantum-enhanced inference framework using stabilized IQAE.
result Quantum method achieves lower oracle complexity than classical methods.
SGLBO optimizes quantum circuits with fewer measurements, improving accuracy and noise resilience.
problem Efficiently optimizing parameterized quantum circuits with reduced measurement shots and noise.
method Developed SGLBO combining SGD and BO, with adaptive measurement-shot strategy and suffix averaging.
result Significantly reduces measurement-shot cost while improving accuracy and noise resilience.
In these lectures we present a general introduction to topological quantum field theories. These theories are discussed in the framework of the Mathai-Quillen formalism and in the context of twisted N=2 supersymmetric theories. We discuss in detail the recent developments in Donaldson-Witten theory obtained from the ap…
Quantum SVT reduces credit risk analysis costs.
problem Efficiently estimating credit risk metrics using quantum computing.
method Quantum Singular Value Transformation (QSVT) to reduce state preparation costs.
result Significant reduction in implementation costs for quantum credit risk analysis.
New method uses quantum simulation to price multi-asset derivatives efficiently.
problem Efficiently pricing derivatives with many underlying assets.
method Variational quantum simulation to solve Black-Scholes equation.
result Quantum speedup in derivative pricing for small quantum computers.
The thesis optimizes quantum state exploration using bandit algorithms.
problem Maximizing reward in online learning of quantum state properties.
method Multi-armed bandit approach to select observables, minimizing regret.
result Optimal strategies with matching upper and lower bounds for regret.
Study online learning of quantum processes, showing feasibility for certain types.
problem Learning quantum processes adaptively, especially for bounded gate complexity and Pauli channels.
method Online learning, mistake-bounded model, multiplicative weights update algorithm, Bell sampling.
result Online learning feasible for quantum channels of bounded gate complexity and Pauli channels.
The Machina thought experiments pose to major non-expected utility models challenges that are similar to those posed by the Ellsberg thought experiments to subjective expected utility theory (SEUT). We test human choices in the `Ellsberg three-color example', confirming typical ambiguity aversion patterns, and the `Mac…
The colored Jones function of a knot is a sequence of Laurent polynomials that encodes the Jones polynomial of a knot and its parallels. It has been understood in terms of representations of quantum groups and Witten gave an intrinsic quantum field theory interpretation of the colored Jones function as the expectation …
QCNNs avoid barren plateaus, making them trainable.
problem Exponentially vanishing gradients in QNNs.
method Graph-based method to analyze Haar-distributed unitaries.
result QCNNs do not exhibit barren plateaus, implying trainability.
Quantum kernel machines need to use more complex kernels to fully exploit their potential.
problem Current quantum kernels struggle with complex learning tasks due to limited degrees of freedom.
method Propose using operator-valued kernels and C∗-algebraic representations to enhance quantum kernels. result Quantum operator-valued kernels can reveal structural dependencies that scalar-valued kernels miss.
Infinitesimal holomorphic realizations for the Schrödinger-Weil representation and the discrete series representations of the Jacobi group are constructed. Explicit expressions of the basic differential operators are obtained. The squeezed states for the unitary irreducible representation of the Jacobi group are introd…
Quantum neural networks can approximate noisy functions accurately.
problem Approximating noisy functions with quantum neural networks.
method Universal approximation theorem with error bounds for noisy quantum neural networks.
result Quantum neural networks can approximate noisy functions with precise error bounds.
The volume of the quantum mechanical state space over n-dimensional real, complex and quaternionic Hilbert-spaces with respect to the canonical Euclidean measure is computed, and explicit formulas are presented for the expected value of the determinant in the general setting too. The case when the state space is endo…
Study shows limitations and possibilities of learning quantum circuit output distributions.
problem Learnability of output distributions of local quantum circuits.
method Investigated within two oracle models: statistical query model and direct sample access model.
result Output distributions of super-logarithmic depth Clifford circuits are not efficiently learnable in the statistical query model.
Quantum computing offers a quadratic speedup for estimating non-linear functionals.
problem Estimating non-linear functionals of probability distributions.
method Proposes a quantum-inside-quantum Monte Carlo algorithm for a broad class of non-linear estimation problems.
result Achieves a quadratic speedup for non-linear estimation problems, including nested conditional expectations and stochastic optimization.
Study of defects in gauge theories connects quantum field theory to classical integrability.
problem Vacuum expectation values of half-BPS surface defects in gauge theories.
method Analysis of Fuchsian systems, isomonodromic deformations, and blowup formulas.
result Establishes a relation between supersymmetric gauge theory and classical integrability.
The operator realizing a Dehn twist in quantum Teichmuller theory is diagonalized and continuous spectrum is obtained. This result is in agreement with the expected spectrum of conformal weights in quantum Liouville theory at c>1. The completeness condition of the eigenvectors includes the integration measure which app…
This work explores explainability in quantum machine learning.
problem Limited understanding of quantum machine learning models.
method Identifies research avenues and proposes two explanation methods.
result Provides a clear perspective on explainability in quantum learning.
Quantum algorithms improve VaR and CVaR estimation for financial derivatives.
problem Quantum advantage in financial risk analysis of derivatives.
method Two quantum algorithms: QSP and QSP-based approach.
result QSP-based approach requires fewer quantum resources for the same accuracy.
Quantum computing offers new solutions for financial optimization, pricing, risk, and security.
problem Core financial bottlenecks in combinatorial search, expectation estimation, and rare-event analysis.
method Identify bottlenecks, specify quantum primitives, compare with classical benchmarks, assess under constraints.
result Strongest near-term case for quantum finance in hybrid workflows, constrained search, and amplitude-estimation.
Quantum algorithm reduces CVA risk-neutral expectation estimation costs.
problem Reducing Monte Carlo sampling cost for CVA on real quantum hardware.
method Noise-aware quantum workflow combining market calibration, discretisation, and oracle construction.
result CABIQAE achieves lower classical post-processing runtime and more effective error exploitation.
Quantum circuits explained using Shapley values for better understanding.
problem Improving the explainability of quantum machine learning circuits.
method Applying Shapley values to quantify gate importance in quantum circuits.
result Quantum circuits can be explained by their gate importance, enhancing understanding and interpretability.
Quantum EM algorithm speeds up Gaussian Mixture Model fitting.
problem Efficiently fitting Gaussian Mixture Models using EM algorithm.
method Quantum version of the EM algorithm for Gaussian Mixture Models.
result Quantum EM algorithm achieves similar precision to classical but with significantly faster runtime.
Paper tackles interpretability issues in deep learning models.
problem Lack of understanding of deep learning models' decision-making processes.
method Integrates concepts from machine learning, quantum computation, and quantum field theory.
result Demonstrates a many valued quantum logic system in Convolutional Deep Belief Networks.