Quantum computing for finance
Quantum computers are expected to surpass the computational capabilities of classical
computers and have a transformative impact on numerous industry sectors. We present a …
computers and have a transformative impact on numerous industry sectors. We present a …
Quantum optimization: Potential, challenges, and the path forward
Recent advances in quantum computers are demonstrating the ability to solve problems at a
scale beyond brute force classical simulation. As such, a widespread interest in quantum …
scale beyond brute force classical simulation. As such, a widespread interest in quantum …
Quantum speedups for stochastic optimization
We consider the problem of minimizing a continuous function given given access to a
natural quantum generalization of a stochastic gradient oracle. We provide two new …
natural quantum generalization of a stochastic gradient oracle. We provide two new …
Quantum lower bounds for finding stationary points of nonconvex functions
Quantum computing is an emerging technology that has been rapidly advancing in the past
decades. In this paper, we conduct a systematic study of quantum lower bounds on finding …
decades. In this paper, we conduct a systematic study of quantum lower bounds on finding …
Escaping local minima with quantum circuit coherent cooling
Quantum cooling has demonstrated its potential in quantum computing, which can reduce
the number of control channels needed for external signals. Recent progress also supports …
the number of control channels needed for external signals. Recent progress also supports …
Robustness of quantum algorithms for nonconvex optimization
Recent results suggest that quantum computers possess the potential to speed up
nonconvex optimization problems. However, a crucial factor for the implementation of …
nonconvex optimization problems. However, a crucial factor for the implementation of …
Diversifying Investments and maximizing Sharpe Ratio: a novel QUBO formulation
M Mattesi, L Asproni, C Mattia, S Tufano… - arXiv preprint arXiv …, 2023 - arxiv.org
The Portfolio Optimization task has long been studied in the Financial Services literature as
a procedure to identify the basket of assets that satisfy desired conditions on the expected …
a procedure to identify the basket of assets that satisfy desired conditions on the expected …
Quantum Algorithms and Lower Bounds for Finite-Sum Optimization
Finite-sum optimization has wide applications in machine learning, covering important
problems such as support vector machines, regression, etc. In this paper, we initiate the …
problems such as support vector machines, regression, etc. In this paper, we initiate the …
Quantum Algorithms for Non-smooth Non-convex Optimization
C Liu, C Guan, J He, J Lui - arXiv preprint arXiv:2410.16189, 2024 - arxiv.org
This paper considers the problem for finding the $(\delta,\epsilon) $-Goldstein stationary
point of Lipschitz continuous objective, which is a rich function class to cover a great number …
point of Lipschitz continuous objective, which is a rich function class to cover a great number …
Discrete-time quantum walk-based optimization algorithm
Optimization is a collection of principles that are used for problem solving in a vast spectrum
of disciplines. Given the specifics of a problem and a set of constraints, the objective is to …
of disciplines. Given the specifics of a problem and a set of constraints, the objective is to …