Questions tagged [quantum-computing-for-finance]
Used for application of quantum algorithms in finance industry.
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Portfolio optimization via quantum Zeno dynamics in Qiskit
Recently, I came across paper Portfolio Optimization via Quantum Zeno Dynamics on a Quantum Processor. In the paper, a new approach to optimization with QAOA is introduced. Instead of employing a ...
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Interpreting VQE and QAOA based solutions in portfolio optimization
I am going through portfolio optimization using Qiskit. It really looks interesting. The module has both VQE and QAOA algorithms for optimizing the portfolios.
In the VQE based solution the ...
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Why can quantum computing help in Portfolio Optimization?
Why is it said that Portfolio Optimization is a good case for quantum computing?
Is it only speed? IF speed is the only benefit, why cant we build more powerful supercompuetrs?
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How can I evaluate the weights of different shares in a portfolio optimization problem?
I'm trying to do a comparison between the classical way to do portfolio selection with Markovitz and the quantum counterpart. With Markovitz I'm able to generate an output representing the best ...
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What are the getting-started-resources for quantum finance? [closed]
What are suitable books, websites or learning material you can advice to get started with quantum finance?
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Print runtime of an optimizer
I want to find the runtime of my program, i.e. the time it is in the quantum computer without queue time. However, I am using an optimizer so the code is a little different.
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How to build and visualize circuit from matrix?
In paper Efficient quantum algorithm for solving travelling salesman problem: An IBM quantum experience, the authors use gate $U_j$ and its decomposition
$$
U_j =
\begin{pmatrix}
\mathrm{e}^{ia} &...
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How to load time-series stock data into quantum amplitude estimation
Now I got some time-series data as showing example below:
I have spent a period of time realizing the QAE from qiskit, and I found that the tutorial used uncertainty model to reproduce data, while I ...
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How to decide bias in Hamiltonian Ising model?
I am trying to code finance portfolio optimisation problem into a quantum annealer, using the Hamiltonian Ising model. I am using the dwave module
...
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Applications of Quantum Computing to Economics
I have recently been interested in the field of 'Econophysics' which as I understand it is the practice of basically applying results of physics in areas such as non-linear dynamics and stochastic ...
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Computing the CDF with QAE in Qiskit
I want to load a lognormal distribution and then use an IntegerComparator to flip a qubit ($|0\rangle$ to $|1\rangle$) if its value is less than a threshold. Then I want to use an Quantum Amplitude ...
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Traveling salesman problem in Qiskit: cannot find a solution on simulator
I am trying to solve Traveling Salesman Problem (TSP) in Qiskit based on Qiskit Tutorial.
I used TSP for four cities described by this distance matrix:
$$
D =
\begin{pmatrix}
0 & 207 & 92 &...
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Loading a random distribution using controlled-Y rotations
In the paper by Stamatopoulos et al., the authors say that it is possible to load a distribution on a three qubit state to obtain:
In Qiskit finance this is performed using the uncertainty model ...
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How to construct Hamiltonian for combinatorial optimization problems and then convert into Pauli basis?
Suppose I have a portfolio optimization problem where I have to minimize,
$$qx^T\sum x - \mu^Tx$$
where q is the maximum risk and x is {0,1}^n and $\mu$ are the expected returns.
Now I have to convert ...
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Qiskit sample - Portfolio optimization
I've recently tried to run this sample from Qiskit (Portfolio Optimization)
I was able to change RandomDataProvider to YahooDataProvider and able to run it on real stock prices.
However, there is one ...
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Qiskit Portfolio Optimization Application
I recently got flung into the world of quantum computing and I'm a beginner at coding. I was assigned to do the Portfolio Optimization tutorial of the Qiskit Finance Tutorials and input real data. ...
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How can I load a probability distribution using a quantum circuit in Qiskit?
Can someone suggest me a way to load a distribution (for example a discretized Gaussian distribution) into a quantum computer using a quantum circuit?
I tried to implement the code using Qiskit.
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Error using FixedIncomeExpectedValue sample
I am working with Aqua sample (qiskit-aqua/test/finance/test_readme_sample.py ) that uses the FixedIncomeExpectedValue and the <...
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What is Ising Hamiltonian ? What its role in Portfolio Diversification?
I am asking this question with reference to this https://github.com/Qiskit/qiskit-iqx-tutorials/blob/master/qiskit/advanced/aqua/finance/optimization/portfolio_diversification.ipynb
Happy to know new ...
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Rotations to encode $f(x)$ into ancilla qubit for quantum Monte Carlo
I'm trying to understand the quantum monte-carlo algorithm starting at the most basic version. A key step is rotating (Algorithm 1 p.g 8), an ancilla bit by rotation $R$ with respect to the value of a ...
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What is the risk factor on IBM's portfolio optimization notebook?
In the notebook "portfolio optimization" on IBM's platform the goal is to calculate the optimal stock selection using a classical and a quantum algorithm (VQE). A random portfolio is generated and ...
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Application Query [closed]
I had written earlier to propose an econometric modeling application that may lend itself to a quantum computing approach, and was asking how best to proceed.
The model would be centered around the ...
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Is it possible to demonstrate a quadratic speed-up of a quantum algorithm on a classical computer?
In article Quantum computational finance: Monte Carlo pricing of financial derivatives the authors said that:
Firstly:
While a practical quantum computer has yet to become
a reality, we can ...
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Quantum computing in finance - list of articles
I am trying to find application of a quantum computing in finance. So far I found these papers:
Quantum computing for finance: Overview and prospects
Quantum computational finance: quantum algorithm ...
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Travelling salesman problem on quantum computer
Recently a pre-print of article Efficient quantum algorithm for solving travelling salesman problem: An IBM quantum experience appeared. The authors use a phase estimation as a core for their ...
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Cannot replicate results in article on pricing financial derivatives on IBM Q
I am trying to implement a circuit for searching for the largest eigenvalue and respective eigenvector of an operator, i.e. phase estimation, introduced in article Towards Pricing Financial ...
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Quantum pricing of financial derivatives (call option) in Qiskit Aqua
In finance, a European call gives the buyer the right to buy some underlying asset such as a stock at some pre-determined strike price at a specific expiration date. The Black-Scholes equation is a ...
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