Questions tagged [quantum-computing-for-finance]

Used for application of quantum algorithms in finance industry.

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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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83 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 <...
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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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104 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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122 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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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
155 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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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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362 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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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 ...