Quantum computing for finance

D Herman, C Googin, X Liu, Y Sun, A Galda… - Nature Reviews …, 2023 - nature.com
Quantum computers are expected to surpass the computational capabilities of classical
computers and have a transformative impact on numerous industry sectors. We present a …

Quantum optimization: Potential, challenges, and the path forward

A Abbas, A Ambainis, B Augustino, A Bärtschi… - arXiv preprint arXiv …, 2023 - arxiv.org
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 …

Quantum speedups for stochastic optimization

A Sidford, C Zhang - Advances in Neural Information …, 2024 - proceedings.neurips.cc
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 …

Quantum lower bounds for finding stationary points of nonconvex functions

C Zhang, T Li - International Conference on Machine …, 2023 - proceedings.mlr.press
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 …

Escaping local minima with quantum circuit coherent cooling

JJ Feng, B Wu - Physical Review A, 2024 - APS
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 …

Robustness of quantum algorithms for nonconvex optimization

W Gong, C Zhang, T Li - arXiv preprint arXiv:2212.02548, 2022 - arxiv.org
Recent results suggest that quantum computers possess the potential to speed up
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 …

Quantum Algorithms and Lower Bounds for Finite-Sum Optimization

Y Zhang, C Zhang, C Fang, L Wang, T Li - arXiv preprint arXiv:2406.03006, 2024 - arxiv.org
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 …

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 …

Discrete-time quantum walk-based optimization algorithm

I Liliopoulos, GD Varsamis, IG Karafyllidis - Quantum Information …, 2024 - Springer
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 …