Questions tagged [quantum-computing-for-finance]

Used for application of quantum algorithms in finance industry.

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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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1answer
110 views

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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1answer
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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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1answer
143 views

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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1answer
219 views

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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1answer
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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 ...