English
Related papers

Related papers: Quantum computing for finance: overview and prospe…

200 papers

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

Quantum computing is rapidly emerging as a promising technology for solving complex optimization problems that arise in various engineering fields. Therefore, it holds significant promise to transform the computational foundations of power…

Quantum Physics · Physics 2026-01-06 Nikolaos G. Paterakis , Petros Karamanakos , Corey O'Meara , Georgios Papafotiou

Currency arbitrage leverages price discrepancies in currency exchange rates across different currency pairs to gain risk-free profits. It involves multiple trading, where short-lived price discrepancies require real-time, high-speed…

Quantum Physics · Physics 2025-11-03 Suman Kumar Roy , Rahul Rana , M Girish Chandra , Nishant Kumar , Manoj Nambiar

This paper presents a new method to reduce the optimization of a pseudo-Boolean function to QUBO problem which can be solved by quantum annealer. The new method has two aspects, one is coefficient optimization and the other is variable…

Cryptography and Security · Computer Science 2022-11-21 Anpeng Zhang , Xiutao Feng

This paper explores the use of quantum computing, specifically the use of HHL and VQLS algorithms, to solve optimal power flow problem in electrical grids. We investigate the effectiveness of these quantum algorithms in comparison to…

Quantum Physics · Physics 2024-12-10 Sajad Fathi Hafshejani , Md Mohsin Uddin , David Neufeld , Daya Gaur , Robert Benkoczi

We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the…

Numerical Analysis · Mathematics 2012-04-06 Jan Baldeaux , Eckhard Platen

We formulate quantum computing solutions to a large class of dynamic nonlinear asset pricing models using algorithms, in theory exponentially more efficient than classical ones, which leverage the quantum properties of superposition and…

Pricing of Securities · Quantitative Finance 2025-08-26 Eric Ghysels , Jack Morgan

We demonstrate how quantum field theory problems can be embedded on quantum annealers. The general method we use is a discretisation of the field theory problem into a general Ising model, with the continuous field values being encoded into…

High Energy Physics - Phenomenology · Physics 2021-01-20 Steven Abel , Nicholas Chancellor , Michael Spannowsky

We present a quantum algorithm that analyzes risk more efficiently than Monte Carlo simulations traditionally used on classical computers. We employ quantum amplitude estimation to evaluate risk measures such as Value at Risk and…

Quantum Physics · Physics 2019-10-31 Stefan Woerner , Daniel J. Egger

Here we will give a perspective on new possible interplays between Machine Learning and Quantum Physics, including also practical cases and applications. We will explore the ways in which machine learning could benefit from new quantum…

Quantum Physics · Physics 2021-08-24 Lorenzo Buffoni , Filippo Caruso

This work focuses on quantum methods for cryptanalysis of schemes based on the integer factorization problem and the discrete logarithm problem. We demonstrate how to practically solve the largest instances of the factorization problem by…

Cryptography and Security · Computer Science 2024-10-08 Olgierd Żołnierczyk

Portfolio optimization is a cornerstone of financial decision-making, traditionally relying on classical algorithms to balance risk and return. Recent advances in quantum computing offer a promising alternative, leveraging quantum…

Quantum Physics · Physics 2025-11-27 Vicente P. Soloviev , Michal Krompiec

Quantum computing is the process of performing calculations using quantum mechanics. This field studies the quantum behavior of certain subatomic particles for subsequent use in performing calculations, as well as for large-scale…

Quantum Physics · Physics 2023-12-07 David Peral García , Juan Cruz-Benito , Francisco José García-Peñalvo

At the intersection of machine learning and quantum computing, Quantum Machine Learning (QML) has the potential of accelerating data analysis, especially for quantum data, with applications for quantum materials, biochemistry, and…

Quantum Physics · Physics 2023-03-17 M. Cerezo , Guillaume Verdon , Hsin-Yuan Huang , Lukasz Cincio , Patrick J. Coles

Quantum money represents an innovative approach to currency by encoding economic value within the quantum states of physical systems, utilizing the principles of quantum mechanics to enhance security, integrity, and transferability. This…

Quantum Physics · Physics 2025-07-15 Artur Czerwinski

Machine learning algorithms learn a desired input-output relation from examples in order to interpret new inputs. This is important for tasks such as image and speech recognition or strategy optimisation, with growing applications in the IT…

Quantum Physics · Physics 2015-05-27 M. Schuld , I. Sinayskiy , F. Petruccione

Quantum computers are projected to handle the Gibbs sampling and the related inference on Markov networks effectively. Apart from noting the background information useful for those starting the explorations in this important thread of…

Quantum Physics · Physics 2020-06-23 S Ashutosh , Deepankar Sarmah , Sayantan Pramanik , M Girish Chandra

We address the problem of checking query containment, a foundational problem in database research. Although extensively studied in theory research, optimization opportunities arising from query containment are not fully leveraged in…

Databases · Computer Science 2026-03-17 Luisa Gerlach , Tobias Köppl , René Zander , Nicole Schweikardt , Stefanie Scherzinger

Due to the advances in the manufacturing of quantum hardware in the recent years, significant research efforts have been directed towards employing quantum methods to solving problems in various areas of interest. Thus a plethora of novel…

Modern quantum annealers can find high-quality solutions to combinatorial optimisation objectives given as quadratic unconstrained binary optimisation (QUBO) problems. Unfortunately, obtaining suitable QUBO forms in computer vision remains…