English
Related papers

Related papers: Quantum Annealing Algorithm for Expected Shortfall…

200 papers

Recently, several researchers proposed portfolio optimization as a potential use case for quantum optimization. However, the literature is lacking an extensive benchmark quantifying the potential of quantum computers for portfolio…

Quantum Physics · Physics 2025-09-23 Eric Stopfer , Friedrich Wagner

The Closest String Problem is an NP-complete problem which appears more commonly in bioinformatics and coding theory. Less surprisingly, classical approaches have been pursued with two prominent algorithms being the genetic algorithm and…

Quantum Physics · Physics 2023-10-20 Chandeepa Dissanayake

With the advent of exascale computing, effective load balancing in massively parallel software applications is critically important for leveraging the full potential of high performance computing systems. Load balancing is the distribution…

Quantum Physics · Physics 2025-01-30 Omer Rathore , Alastair Basden , Nicholas Chancellor , Halim Kusumaatmaja

The even distribution and optimization of tasks across resources and workstations is a critical process in manufacturing aimed at maximizing efficiency, productivity, and profitability, known as Robotic Assembly Line Balancing (RALB). With…

Quantum Physics · Physics 2024-12-13 Moritz Willmann , Marcel Albus , Jan Schnabel , Marco Roth

Quantum annealing (QA) is a quantum computing algorithm that works on the principle of Adiabatic Quantum Computation (AQC), and it has shown significant computational advantages in solving combinatorial optimization problems such as vehicle…

Optimization and Control · Mathematics 2020-05-28 Ramkumar Harikrishnakumar , Saideep Nannapaneni , Nam H. Nguyen , James E. Steck , Elizabeth C. Behrman

Quantum annealing (QA) has been proposed as a quantum enhanced optimization heuristic exploiting tunneling. Here, we demonstrate how finite range tunneling can provide considerable computational advantage. For a crafted problem designed to…

Quantum computing is poised to transform the financial industry, yet its advantages over traditional methods have not been evidenced. As this technology rapidly evolves, benchmarking is essential to fairly evaluate and compare different…

Optimization and Control · Mathematics 2025-02-11 Ying Chen , Thorsten Koch , Hanqiu Peng , Hongrui Zhang

We propose a framework to solve non-linear and history-dependent mechanical problems based on a hybrid classical computer -- quantum annealer approach. Quantum Computers are anticipated to solve particular operations exponentially faster.…

Computational Engineering, Finance, and Science · Computer Science 2024-02-20 Van-Dung Nguyen , Ling Wu , Françoise Remacle , Ludovic Noels

Quantum computing promises to solve difficult optimization problems in chemistry, physics and mathematics more efficiently than classical computers, but requires fault-tolerant quantum computers with millions of qubits. To overcome errors…

Databases · Computer Science 2021-07-23 Tobias Fankhauser , Marc E. Solèr , Rudolf M. Füchslin , Kurt Stockinger

We discuss how quantum computation can be applied to financial problems, providing an overview of current approaches and potential prospects. We review quantum optimization algorithms, and expose how quantum annealers can be used to…

Quantum Physics · Physics 2019-03-04 Roman Orus , Samuel Mugel , Enrique Lizaso

Finance is one of the promising field for industrial application of quantum computing. In particular, quantum algorithms for calculation of risk measures such as the value at risk and the conditional value at risk of a credit portfolio have…

Quantum Physics · Physics 2022-01-28 Koichi Miyamoto

We review here the recent success in quantum annealing, i.e., optimization of the cost or energy functions of complex systems utilizing quantum fluctuations. The concept is introduced in successive steps through the studies of mapping of…

Quantum Physics · Physics 2010-09-21 Arnab Das , Bikas K. Chakrabarti

Quantum annealing is a heuristic algorithm for solving combinatorial optimization problems, and D-Wave Systems Inc. has developed hardware for implementing this algorithm. The current version of the D-Wave quantum annealer can solve…

Quantum Physics · Physics 2022-11-09 Shuntaro Okada , Masayuki Ohzeki , Shinichiro Taguchi

Database systems encompass several performance-critical optimization tasks, such as join ordering and index tuning. As data volumes grow and workloads become more complex, these problems have become exponentially harder to solve…

Databases · Computer Science 2026-01-21 Hanwen Liu , Ibrahim Sabek

Systems of linear equations are employed almost universally across a wide range of disciplines, from physics and engineering to biology, chemistry and statistics. Traditional solution methods such as Gaussian elimination become very time…

Quantum Physics · Physics 2019-01-23 Michael L Rogers , Robert L Singleton

Quadratic unconstrained binary optimization (QUBO) problems are well-studied, not least because they can be approached using contemporary quantum annealing or classical hardware acceleration. However, due to limited precision and hardware…

Quantum Physics · Physics 2023-07-06 Sascha Mücke , Thore Gerlach , Nico Piatkowski

Quantum annealing aims at solving optimization problems of practical relevance using quantum-computing hardware. Problems of interest are typically formulated in terms of quadratic unconstrained binary optimization (QUBO) Hamiltonians.…

Variational Quantum optimization algorithms, such as the Variational Quantum Eigensolver (VQE) or the Quantum Approximate Optimization Algorithm (QAOA), are among the most studied quantum algorithms. In our work, we evaluate and improve an…

Quantum Physics · Physics 2022-10-24 David Winderl , Nicola Franco , Jeanette Miriam Lorenz

The first quantum computers are expected to perform well at quadratic optimisation problems. In this paper a quadratic problem in finance is taken, the Portfolio Optimisation problem. Here, a set of assets is chosen for investment, such…

Portfolio Management · Quantitative Finance 2020-12-03 Frank Phillipson , Harshil Singh Bhatia

Optimization problems are critical across various domains, yet existing quantum algorithms, despite their great potential, struggle with scalability and accuracy due to excessive reliance on entanglement. To address these limitations, we…

Quantum Physics · Physics 2025-03-04 Seongmin Kim , In-Saeng Suh