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In all but the most trivial optimization problems, the structure of the solutions exhibit complex interdependencies between the input parameters. Decades of research with stochastic search techniques has shown the benefit of explicitly…

Neural and Evolutionary Computing · Computer Science 2017-03-23 Shumeet Baluja

In this paper we briefly review two recent use-cases of quantum optimization algorithms applied to hard problems in finance and economy. Specifically, we discuss the prediction of financial crashes as well as dynamic portfolio optimization.…

General Finance · Quantitative Finance 2020-10-06 Samuel Mugel , Enrique Lizaso , Roman Orus

Quantum search is among the most important algorithms in quantum computing. At its core is quantum amplitude amplification, a technique that achieves a quadratic speedup over classical search by combining two global reflections: the oracle,…

Quantum Physics · Physics 2026-05-05 John Burke , Ciaran McGoldrick

Adiabatic quantum optimization is a procedure to solve a vast class of optimization problems by slowly changing the Hamiltonian of a quantum system. The evolution time necessary for the algorithm to be successful scales inversely with the…

Quantum Physics · Physics 2015-12-16 Salvatore Mandrà , Gian Giacomo Guerreschi , Alán Aspuru-Guzik

We create classical (non-quantum) dynamic data structures supporting queries for recommender systems and least-squares regression that are comparable to their quantum analogues. De-quantizing such algorithms has received a flurry of…

Data Structures and Algorithms · Computer Science 2022-06-30 Nadiia Chepurko , Kenneth L. Clarkson , Lior Horesh , Honghao Lin , David P. Woodruff

Optimization is finding the best solution, which mathematically amounts to locating the global minimum of some cost function. Optimization is traditionally automated with digital or quantum computers, each having their limitations and none…

Statistical Mechanics · Physics 2021-11-16 Natalia B. Janson , Christopher J. Marsden

A quantum-inspired optimization approach is proposed to study the portfolio optimization aimed at selecting an optimal mix of assets based on the risk-return trade-off to achieve the desired goal in investment. By integrating conventional…

Portfolio Management · Quantitative Finance 2024-11-15 Ying-Chang Lu , Chao-Ming Fu , Lien-Po Yu , Yen-Jui Chang , Ching-Ray Chang

Bayesian optimization has recently emerged as a popular method for the sample-efficient optimization of expensive black-box functions. However, the application to high-dimensional problems with several thousand observations remains…

Machine Learning · Computer Science 2020-02-26 David Eriksson , Michael Pearce , Jacob R Gardner , Ryan Turner , Matthias Poloczek

The driving force in the pursuit for quantum computation is the exciting possibility that quantum algorithms can be more efficient than their classical analogues. Research on the subject has unraveled several aspects of how that can happen.…

Quantum Physics · Physics 2011-02-11 Apoorva Patel

Complex sequential decision-making planning problems, covering infinite states' space have been shown to be solvable by AlphaZero type of algorithms. Such an approach that trains a neural model while simulating projection of futures with a…

Artificial Intelligence · Computer Science 2024-08-13 Ronit Bustin , Claudia V. Goldman

Deep neural networks are workhorse models in machine learning with multiple layers of non-linear functions composed in series. Their loss function is highly non-convex, yet empirically even gradient descent minimisation is sufficient to…

Disordered Systems and Neural Networks · Physics 2020-03-18 Simon Becker , Yao Zhang , Alpha A. Lee

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

State-of-the-art quantum algorithms routinely tune dynamically parametrized cost functionals for combinatorics, machine learning, equation-solving, or energy minimization. However, large search complexity often demands many (noisy) quantum…

Quantum Physics · Physics 2022-01-12 Mogens Dalgaard , Felix Motzoi , Jacob Sherson

We introduce a machine-learning approach for identifying hidden structural features of open quantum dynamics under restricted experimental access. Unlike most existing data-driven methods which focus on detection or prediction of dynamical…

Quantum Physics · Physics 2026-04-02 Alexander Teretenkov , Sergey Kuznetsov , Alexander Pechen

This review investigates the landscapes of prevalent hybrid quantum-classical optimization algorithms in many rapidly developing quantum technologies, where the objective function is either computed by a natural quantum system or a quantum…

Quantum Physics · Physics 2022-04-12 Xiaozhen Ge , Re-Bing Wu , Herschel Rabitz

Decision tree learning is a widely used approach in machine learning, favoured in applications that require concise and interpretable models. Heuristic methods are traditionally used to quickly produce models with reasonably high accuracy.…

Partial differential equations frequently appear in the natural sciences and related disciplines. Solving them is often challenging, particularly in high dimensions, due to the "curse of dimensionality". In this work, we explore the…

Quantum Physics · Physics 2023-05-30 Lukas Mouton , Florentin Reiter , Ying Chen , Patrick Rebentrost

Quantum computational approaches to some classic target identification and localization algorithms, especially for radar images, are investigated, and are found to raise a number of quantum statistics and quantum measurement issues with…

Quantum Physics · Physics 2021-05-05 Peter B. Weichman

Quantum annealing is a computational paradigm in which optimisation problems are mapped onto the energy landscape of an interacting quantum system and explored through its dynamical evolution. By continuously transforming a simple initial…

Quantum Physics · Physics 2026-05-11 Steven Abel , Andrei Constantin , Luca A. Nutricati

Optimization of constrained quantum control problems powers quantum technologies. This task becomes very difficult when these control problems are nonconvex and plagued with dense local extrema. For such problems current optimization…