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.
Novel quantum algorithm for financial market modeling.
problem Accurate quantum state preparation for financial simulation.
method Multi-Split-Steps Quantum Walk (multi-SSQW) with PQC and variational solver.
result Highly accurate modeling of complex financial distributions.
Quantum computing techniques applied to Monte Carlo simulations in finance.
problem Efficiently simulating quantum algorithms for financial modeling.
method Introduces quantum computing basics, amplitude estimation, and Grover's algorithm for unstructured search.
result Demonstrates quantum approaches to Monte Carlo integration and counting in finance.
Quantum walk algorithm optimizes quantum state preparation for financial simulations.
problem Efficiently loading classical data into quantum states for quantum computers.
method Split-step quantum walks (SSQW) to design parameterized quantum circuits (PQC).
result SSQW facilitates generating desired probability amplitude distributions for quantum simulations.
Quantum computing speeds up multi-period asset allocation.
problem High computational complexity in classic computing for multi-period asset allocation.
method Applied quantum computing to simulate multi-asset portfolio using historic data.
result Quantum computing offers significant advantages over classical computing in finance.
Quantum walks are at the heart of modern quantum technologies. They allow to deal with quantum transport phenomena and are an advanced tool for constructing novel quantum algorithms. Quantum walks on graphs are fundamentally different from classical random walks analogs, in particular, they walk faster than classical o…
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 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…
High-fidelity quantum simulations demonstrated on short-coherence hardware.
problem Short coherence times limit the depth of quantum algorithms.
method Fixed State Variational Fast Forwarding (fsVFF) algorithm.
result Simulations of 600 time steps possible, 150x longer than previous methods.
A quantum walk-based method for generating precise probability distributions efficiently.
problem Generating high-precision probability distributions for various applications.
method Integrates variational quantum circuits with split-step quantum walks to dynamically tune coin parameters and evolve quantum states.
result Achieves high simulation fidelity and reduces computational overhead compared to conventional methods.
Quantum computers can simulate flow models efficiently.
problem Efficiently simulating continuous flow models on quantum computers.
method Relating flow models to the Schrödinger equation and proving efficient Hamiltonian simulation.
result Quantum computers can prepare qsamples for flow models efficiently.
Quantum circuits reveal pathways to dequantization in machine learning models.
problem Navigating the complex landscape of quantum machine learning models and algorithms.
method Introducing a framework connecting quantum circuit structure to function representability.
result Fundamental properties of quantum circuits determine classical simulability of models.
Quantum MC simulations generate financial risk distributions efficiently.
problem High computational cost in traditional Monte Carlo simulations.
method Integrates quantum amplitude estimation with stochastic models for equity, rate, and credit risk factors.
result Quantum advantage in scenario generation for financial risk analytics.
Diffusion maps help learn complex quantum phase transitions from data.
problem Learning quantum phase transitions from experimental data is challenging.
method Diffusion maps for nonlinear dimensionality reduction and spectral clustering.
result Diffusion maps can learn complex phase transitions unsupervised.
VQAs use classical optimization to train quantum circuits, promising quantum advantage.
problem High computational cost of quantum simulations and solving large-scale problems.
method Variational Quantum Algorithms (VQAs) use classical optimizers to train parametrized quantum circuits.
result VQAs are a promising strategy for obtaining quantum advantage.
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…
Recommender systems play an essential role in the modern business world. They recommend favorable items like books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accura…
Quantum models avoiding barren plateaus can also be efficiently simulated classically.
problem Understanding the limitations of barren plateaus in quantum computing.
method Analyzing commonly used models and their ability to be simulated classically.
result Many quantum models with barren plateau-free landscapes can also be efficiently simulated classically.
Quantum machine learning solves high-dimensional PDEs with lower variance and improved accuracy.
problem Approximating solutions to high-dimensional parabolic PDEs.
method Pure Variational Quantum Circuit (VQC) for BSDE approximation, using temporal discretization and Monte Carlo simulation.
result VQC achieves lower variance and improved accuracy in most cases, particularly in highly nonlinear regimes.
Quantum models generate financial time series with desired properties.
problem Generating synthetic financial data with temporal correlations.
method Quantum generative adversarial networks (QGANs) with quantum and classical components.
result QGANs can generate financial time series with matching distribution and temporal correlations.
New method bounds hardware noise without assumptions.
problem Estimating hardware noise without assumptions.
method Machine Learning and Conformal Prediction.
result Theoretical upper bounds of fidelity.
Given a classical channel---a stochastic map from inputs to outputs---the input can often be transformed to an intermediate variable that is informationally smaller than the input. The new channel accurately simulates the original but at a smaller transmission rate. Here, we examine this procedure when the intermediate…
Quantum computing speeds up CDO pricing models.
problem Efficiently pricing complex financial products like CDOs.
method Implemented quantum circuits for Gaussian and Normal Inverse Gaussian copula models, using quantum amplitude estimation.
result Quantum computing can significantly speed up CDO pricing compared to Monte Carlo simulations.
Quantum computing exploits basic quantum phenomena such as state superposition and entanglement to perform computations. The Quantum Approximate Optimization Algorithm (QAOA) is arguably one of the leading quantum algorithms that can outperform classical state-of-the-art methods in the near term. QAOA is a hybrid quant…
Quantum CNNs can be efficiently simulated classically on simple datasets.
problem Quantum CNNs' success on simple datasets is due to low-bodyness measurements.
method Classical simulation using Pauli shadows on low-bodyness subspace.
result Quantum CNNs' action on low-bodyness subspace can be efficiently simulated classically.
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.
Quantum machine learning improves hedging in finance.
problem Improving hedging strategies in financial markets.
method Developed quantum reinforcement learning methods using policy-search and distributional actor-critic algorithms.
result Quantum models reduce parameter count and achieve comparable performance to classical methods.
Quantum neural tangent kernels help understand variational quantum circuits in machine learning.
problem Designing and predicting performance of variational quantum circuits.
method Using quantum neural tangent kernels and dynamical equations for loss functions.
result Analytical solutions for training dynamics in variational quantum circuits.
Spin-opstrings from QMC simulations enable ML of quantum phases.
problem Capturing and predicting quantum phase transitions using ML.
method Spin-opstrings derived from QMC simulations used as ML input.
result Spin-opstrings accurately predict quantum phase transitions.
Quantum computers will work by evolving a high tensor power of a small (e.g. two) dimensional Hilbert space by local gates, which can be implemented by applying a local Hamiltonian H for a time t. In contrast to this quantum engineering, the most abstract reaches of theoretical physics has spawned topological models ha…
Quantum mechanics fundamentally forbids deterministic discrimination of quantum states and processes. However, the ability to optimally distinguish various classes of quantum data is an important primitive in quantum information science. In this work, we train near-term quantum circuits to classify data represented by …
It is known that quantum computers can speed up Monte Carlo simulation compared to classical counterparts. There are already some proposals of application of the quantum algorithm to practical problems, including quantitative finance. In many problems in finance to which Monte Carlo simulation is applied, many random n…
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
Quantum-inspired tensor network speeds up financial risk assessment.
problem Efficiently pricing multi-asset derivatives in finance.
method Tensor network algorithms for multi-asset options pricing.
result Tensor network approach yields several orders of magnitude speedup.
Quantum computer method for pricing rainbow options efficiently.
problem Pricing rainbow options with quantum computers.
method Iterative Quantum Amplitude Estimation and amplitude loading techniques.
result Validation of quantum pricing model on IBM QASM simulator.
Quantum algorithm for pricing European call options.
problem Accurate valuation of financial derivatives, especially for complex models and options.
method Transforms classical FFT into quantum QFT for pricing European call options.
result Quantum algorithm outperforms classical Monte Carlo simulation in NISQ era.
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 method prices options by evolving a state in imaginary time.
problem Pricing options in a quantum setting.
method Prepares an initial state, evolves it using imaginary time algorithms, and maps to quantum state.
result Numerical verification for European options; extension to path-dependent options.
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.
Quantum computing promises faster insurance contract valuation.
problem Computational intensity of insurance contract valuation.
method Investigation of quantum computing's applicability for insurance contracts using Amplitude Estimation.
result Quantum computing can significantly speed up insurance contract valuation.
Evolutionary strategy optimizes quantum circuit design and parameters.
problem Optimizing quantum circuit design and parameters for NISQ devices.
method Simple evolutionary strategy to optimize both circuit architecture and parameters.
result Minor slowdown on actual quantum hardware compared to simulations, with insights into mutation operations.
DVAEs speed up calorimeter simulation for LHC data.
problem Slow calorimeter simulation in LHC experiments.
method Discrete Variational Autoencoders (DVAEs).
result Significantly faster calorimeter shower simulation.
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.
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.
New simulation method tackles sign problem in quantum fields.
problem Sign problem in real-time dynamics of quantum fields.
method Inspired by reinforcement learning, complex Langevin approach with learned optimal kernels.
result Significant extension of real-time simulations in 1+1d scalar field theory.
Machine learning classifies phases of spin models using improved correlation configurations.
problem Classifying phases of spin models using machine learning.
method Improved correlation configuration estimator applied to machine learning.
result Classifies Berezinskii-Kosterlitz-Thouless transition in quantum XY model.
Quantum computing improves Monte Carlo option pricing for complex derivatives.
problem Complex financial derivatives require extensive computations in high-dimensional spaces.
method Developed a quantum algorithm for simulating many potential asset paths in parallel.
result Quantum algorithm provides highly accurate option pricing and risk analysis.
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.