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Questions tagged [quantum-computing-for-finance]

Used for application of quantum algorithms in finance industry.

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Multiplying two real variables in D Wave

I have two real variables from dimod: from dimod import Real A = Real("A") B = Real("B") However, when I try to multiply them ...
Dilshan Sonnadara's user avatar
0 votes
1 answer
545 views

ModuleNotFoundError: No module named 'qiskit.extensions'

Environment Qiskit Finance version: 0.5.0 Python version: Using the Qiskit Lab v1.0.0 Operating system: Windows 11 Hi, technically I am new to this quantum computing stuff. I see that an upgrade of ...
Ricardo Olvera Ramìrez's user avatar
0 votes
1 answer
93 views

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 ...
Martin Vesely's user avatar
1 vote
0 answers
163 views

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 ...
Rag's user avatar
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1 vote
1 answer
248 views

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?
user13034532's user avatar
2 votes
0 answers
43 views

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 ...
Italo Alberto Ferrante's user avatar
1 vote
0 answers
85 views

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?
Markonian's user avatar
1 vote
0 answers
141 views

Qiskit Portfolio Optimization

After running this code: I have an error: ...
Milica G.'s user avatar
1 vote
1 answer
95 views

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. ...
Bob's user avatar
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0 votes
1 answer
215 views

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} &...
Pritam Sinha's user avatar
1 vote
0 answers
239 views

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 ...
RonaldHo's user avatar
3 votes
1 answer
119 views

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 ...
Liza Darwesh's user avatar
3 votes
1 answer
437 views

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 ...
Bertrand Einstein IV's user avatar
2 votes
3 answers
537 views

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 ...
lazy_cabbage's user avatar
4 votes
2 answers
1k views

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 &...
Martin Vesely's user avatar
2 votes
2 answers
300 views

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 ...
Deliverer's user avatar
1 vote
0 answers
97 views

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 ...
Rochisha Agarwal's user avatar
2 votes
2 answers
303 views

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 ...
Pavan Kulkarni's user avatar
5 votes
1 answer
387 views

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. ...
Lana's user avatar
  • 81
3 votes
2 answers
424 views

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.
VittorioC's user avatar
  • 101
2 votes
1 answer
112 views

Error using FixedIncomeExpectedValue sample

I am working with Aqua sample (qiskit-aqua/test/finance/test_readme_sample.py ) that uses the FixedIncomeExpectedValue and the <...
abhi-rao's user avatar
  • 248
0 votes
2 answers
1k views

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 ...
Vashi's user avatar
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4 votes
2 answers
900 views

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 ...
Sam Palmer's user avatar
1 vote
2 answers
291 views

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 ...
Alistair's user avatar
1 vote
0 answers
50 views

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 ...
Rich Z's user avatar
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1 vote
1 answer
312 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 ...
Martin Vesely's user avatar
5 votes
2 answers
1k views

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 ...
Martin Vesely's user avatar
10 votes
1 answer
3k 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 ...
Martin Vesely's user avatar
3 votes
1 answer
514 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 ...
Martin Vesely's user avatar
3 votes
1 answer
806 views

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 ...
develarist's user avatar