3 votes

Applications of Quantum Computing to Economics

There is a lot of proposition how to use quantum computers in finance, see this question. Your are right that you can simulate Hamiltonians on a quantum computer easier than on classical computer. ...
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3 votes

Qiskit Portfolio Optimization Application

I changed the stock parameter to a list of strings and added the line stockmarket = StockMarket.NASDAQ as such: ...
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  • 81
3 votes
Accepted

Travelling salesman problem on quantum computer

Based on comment by DaftWullie and my experience with the algortihm, it seems that a title of the article is misleading. The authors claim that algorithm they proposed is efficient. However, this is ...
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2 votes

What is the risk factor on IBM's portfolio optimization notebook?

The objective of the portfolio optimization problem is to trade off expected return ($\mu^T x$) with the risk taken ($x^T \Sigma $x). This could be achieved by introducing a constraint on the risk, e....
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2 votes
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Is it possible to demonstrate a quadratic speed-up of a quantum algorithm on a classical computer?

I have not read the full details of the paper, but have attempted to skim over the most relevant bits to the question (i.e. I could easily have missed something). As I read the paper, they are doing ...
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  • 47.5k
2 votes
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Quantum computing in finance - list of articles

Here are two more papers that may be of interest: A Quantum Algorithm For Linear PDEs Arising In Finance Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-...
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2 votes
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Cannot replicate results in article on pricing financial derivatives on IBM Q

One thing that I noticed. If cu3 gate from $q[2]$ to $q[0]$ is some $U$, then the cu3 from $q[2]$ to $q[0]$ should be $U^2$ in the phase estimation algorithm, but the comparisons of operators with the ...
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2 votes
Accepted

Quantum pricing of financial derivatives (call option) in Qiskit Aqua

There are tutorials for a lot of the Qiskit Aqua functions kept in the tutorials repository, and I think this talks about the finance problem you are interested in. All of these tutorials are also ...
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  • 3,193
2 votes

Rotations to encode $f(x)$ into ancilla qubit for quantum Monte Carlo

From "Supervised Learning with Quantum Computers" by M. Schuld & F. Petruccione (p. 157):
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  • 21
2 votes

What is Ising Hamiltonian ? What its role in Portfolio Diversification?

Hamiltonian is the basic building block for VQE algorithm. Basically, we try to minimize the expectation of the Hamiltonian to find the lowest eigenvalue of the Hamiltonian matrix which is apparently ...
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2 votes

Traveling salesman problem in Qiskit: cannot find a solution on simulator

May be this should be added as a comment, but I do not have the privilege to add comments. Any way, I ran your code as it is and there was no errors: ...
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2 votes

Qiskit sample - Portfolio optimization

The budget constraint is only added as a penalty term (multiplied by ‘penalty’ coefficient) in the Hamiltonian and does not enforce equality. This means the objective function is $$ \text{min}_{x\in\{...
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  • 1,326
2 votes
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How to build and visualize circuit from matrix?

Firstly, you might be interested in paper Elementary gates for quantum computation explaining how complex gates can be decomposed to simpler ones. This would allow you understand how the matrix $U_j$ ...
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2 votes
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How to decide bias in Hamiltonian Ising model?

Problem solving in Ocean framework goes by modeling the problem into a BinaryQuadraticModel. The pure quantum samplers natively only understand this model. For the hybrid samplers (Leap) one can model ...
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2 votes

Why can quantum computing help in Portfolio Optimization?

It depends on algorithm you use for the optimization. In certain cases, you can use HHL algorithm because the optimization is converted to solution of a linear system. In this case we can obtain up to ...
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1 vote
Accepted

Print runtime of an optimizer

I made a start and end_operation point with the method now(). At the end of the operation it ...
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1 vote

Computing the CDF with QAE in Qiskit

I had to exchange len(qr_state) with num_uncertainty_qubits in the code you posted ...
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  • 2,298
1 vote
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Computing the CDF with QAE in Qiskit

I think it would be also useful to see your Quantum Circuit using %matplotlib inline and qc.draw('mpl') to see whether all gates ...
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  • 56
1 vote

Computing the CDF with QAE in Qiskit

I am also working with IterativeAmplitudeEstimation in qiskit. I was able to run QAE for 'Credit Analysis with Quantum Computing'...
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  • 56
1 vote
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Traveling salesman problem in Qiskit: cannot find a solution on simulator

Qiskit has a tutorial documentation about TSP, you can find more detail at that site. As for the problem of your code, I suggest you use the qiskit-built function ...
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1 vote

Loading a random distribution using controlled-Y rotations

First, check whether or not the output you are creating is phase sensitive or not. If it's not (e.g. you only use it to control operations and are going to uncompute it later), then you can prepare it ...
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1 vote

Loading a random distribution using controlled-Y rotations

From this paper: Entanglement types for two-qubit states with real amplitudes there is a theorem on page 3 that said that: If we consider the subsets of two qubits states $RQ_2$ given by $$\{ |w\...
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1 vote

Qiskit sample - Portfolio optimization

Well you can fix it also. Like if you want to take 3 assets. THEN TAKE BUDGET=3. [BUDGET IS THE NO OF ASSETS U WANT TO SELECT OUT OF TOTAL ASSETS(num_assets)] Now your number of assets can be 5, 10, ...
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1 vote

How can I load a probability distribution using a quantum circuit in Qiskit?

Several quantum circuit representations for common distributions are given in uncertainty models. For generic probability distributions, you can train a quantum circuit representation using quantum ...
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1 vote
Accepted

Error using FixedIncomeExpectedValue sample

The quick answer to your problem is to install Qiskit Aqua directly from GitHub instead of via pip. On the lastest master version, this bug is fixed. You can do this using ...
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  • 2,298
1 vote

What is Ising Hamiltonian ? What its role in Portfolio Diversification?

The Ising model is a formulation of your problem. Variables are variables $s_i$ that can take +1/-1 values. $$ \begin{equation} \text{E}_{ising}(s) = \sum_{i=1}^N h_i s_i + \sum_{i=1}^N \sum_{j=i+1}^...
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  • 4,574
1 vote

Rotations to encode $f(x)$ into ancilla qubit for quantum Monte Carlo

Please have a look at article Transformation of quantum states using uniformly controlled rotations, chapters 1 and 2. These provides you with construction of general rotation gate controlled by $n$ ...
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1 vote

Quantum computing in finance - list of articles

There are many Qiskit notebooks on quatum computers application in different areas, including finance, in IBM Q web interface. For application in finance, click on icon Qiskit Notebooks, then folder ...
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