Questions tagged [quantum-computing-for-finance]

Used for application of quantum algorithms in finance industry.

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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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1answer
51 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 ...
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1answer
75 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 ...
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2answers
94 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 ...
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0answers
45 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 ...
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1answer
141 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
209 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 ...
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1answer
272 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
255 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
312 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 ...