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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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48 results for quantum walk search

We construct a new type of quantum walks on simplicial complexes as a natural extension of the well-known Szegedy walk on graphs. One can numerically observe that our proposing quantum walks possess linear spreading and localization as in the case of the Grover walk on lattices. Moreover, our numerical simulation sugge…

2015-07-05abs ↗pdf ↗

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 stochastic walks optimize portfolios by leveraging financial networks, improving Sharpe ratios and reducing turnover.

problem Optimizing portfolios in noisy financial markets with superior risk-adjusted returns.
method Embed assets in a weighted graph, using quantum stochastic walks to derive optimal portfolio weights from the stationary distribution.
result Quantum stochastic walks can lift Sharpe ratios by up to 27% and reduce turnover from 480% to 2-90%.

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 effects are known to provide an advantage in particle transfer across networks. In order to achieve this advantage, requirements on both a graph type and a quantum system coherence must be found. Here we show that the process of finding these requirements can be automated by learning from simulated examples. Th…

2020-01-15abs ↗pdf ↗

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 demonstrate how machine learning is able to model experiments in quantum physics. Quantum entanglement is a cornerstone for upcoming quantum technologies such as quantum computation and quantum cryptography. Of particular interest are complex quantum states with more than two particles and a large number of entangle…

2019-10-30abs ↗pdf ↗

Using the Huynh and Le quantum determinant description of the colored Jones polynomial, we construct a new combinatorial description of the colored Jones polynomial in terms of walks along a braid. We then use this description to show that for a knot which is the closure of a positive braid, the first N coefficients of…

2011-01-20abs ↗pdf ↗

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 algorithm speeds up MIP solving by a near-quadratic factor.

problem Solving Mixed Integer Programs (MIPs) efficiently.
method Incremental-Quantum-Branch-and-Bound algorithm combining quantum speedup with classical search heuristics.
result Universal near-quadratic speedup over classical Branch-and-Bound algorithms.

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.

Modern approaches to stock pricing in quantitative finance are typically founded on the 'Black-Scholes model' and the underlying 'random walk hypothesis'. Empirical data indicate that this hypothesis works well in stable situations but, in abrupt transitions such as during an economical crisis, the random walk model fa…

2011-10-24abs ↗pdf ↗

Quantum model captures rare financial events not seen by Gaussian statistics.

problem Underestimation of rare financial events by Gaussian statistics.
method Quantum Bohmian Mechanics applied to multifractal random walk (MRW) models.
result Rare financial events generate a potential barrier in quantum potentials.

Network embedding algorithms are able to learn latent feature representations of nodes, transforming networks into lower dimensional vector representations. Typical key applications, which have effectively been addressed using network embeddings, include link prediction, multilabel classification and community detectio…

2018-09-07abs ↗pdf ↗

Contextual policy search allows adapting robotic movement primitives to different situations. For instance, a locomotion primitive might be adapted to different terrain inclinations or desired walking speeds. Such an adaptation is often achievable by modifying a small number of hyperparameters. However, learning, when …

2015-11-13abs ↗pdf ↗

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 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.

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…

2016-12-06abs ↗pdf ↗

Quantum kernels show no advantage in stock return prediction, but differ in stability metrics.

problem Determining if quantum kernels improve stock return prediction.
method Controlled horse race on Chinese A-share market with identical training subsamples and tuning budgets.
result Quantum kernels do not outperform classical RBF controls in cross-sectional stock return prediction.

Quantum circuit optimization speeds up financial derivatives pricing.

problem Efficiently pricing financial derivatives on quantum computers.
method Pretraining conditional parameterized circuits for state-dependent functions.
result Quantum circuit implementation of derivatives' payoff function is more efficient.

The paper proposes modern computational methods for optimizing reinsurance contracts.

problem Optimizing catastrophe excess-of-loss reinsurance contracts with realistic constraints and risk measures.
method Two approaches: simulated annealing for local search and quantum branch & bound for future potential.
result Quantum branch & bound approach shows potential for future optimization with quantum computers.

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.

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.

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.

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.

This research connects quantum spectra of flag bundles to prime factorization of integers.

problem Understanding the quantum spectra of flag bundles and their relation to prime numbers.
method Functorial and inductive properties of vertical quantum cohomology, relating to analytic number theory.
result The degeneracy of the small vertical quantum spectrum of a Grassmann bundle is controlled by the prime factorization of ranks.

Bayesian networks (BNs) are graphical models that are useful for representing high-dimensional probability distributions. There has been a great deal of interest in recent years in the NP-hard problem of learning the structure of a BN from observed data. Typically, one assigns a score to various structures and the sear…

2016-10-01abs ↗pdf ↗