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Related papers: Quantum walk-based portfolio optimisation

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The Maximum Matching problem has a quantum query complexity lower bound of $\Omega(n^{3/2})$ for graphs on $n$ vertices represented by an adjacency matrix. The current best quantum algorithm has the query complexity $O(n^{7/4})$, which is…

Quantum Physics · Physics 2025-10-31 Alcides Gomes Andrade Júnior , Akira Matsubayashi

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 propose a new hybrid quantum algorithm based on the classical Ant Colony Optimization algorithm to produce approximate solutions for NP-hard problems, in particular optimization problems. First, we discuss some previously proposed…

Quantum Physics · Physics 2022-06-30 Mikel Garcia de Andoin , Javier Echanobe

We solve a multi-period portfolio optimization problem using D-Wave Systems' quantum annealer. We derive a formulation of the problem, discuss several possible integer encoding schemes, and present numerical examples that show high success…

Computational Finance · Quantitative Finance 2016-09-29 Gili Rosenberg , Poya Haghnegahdar , Phil Goddard , Peter Carr , Kesheng Wu , Marcos López de Prado

This paper presents how the most recent improvements made on covariance matrix estimation and model order selection can be applied to the portfolio optimisation problem. The particular case of the Maximum Variety Portfolio is treated but…

Applications · Statistics 2018-04-03 Emmanuelle Jay , Eugénie Terreaux , Jean-Philippe Ovarlez , Frédéric Pascal

A novel class of hybrid quantum-classical algorithms based on the variational approach have recently emerged from separate proposals addressing, for example, quantum chemistry and combinatorial problems. These algorithms provide an…

Quantum Physics · Physics 2017-01-09 Gian Giacomo Guerreschi , Mikhail Smelyanskiy

Combinatorial optimization is anticipated to be one of the primary use cases for quantum computation in the coming years. The Quantum Approximate Optimization Algorithm (QAOA) and Quantum Annealing (QA) can potentially demonstrate…

Hybrid quantum-classical algorithms hold great promise for solving quantum control problems on near-term quantum computers. In this work, we employ the hybrid framework that integrates digital quantum simulation with classical optimization…

Quantum Physics · Physics 2025-07-01 Tangyou Huang , Jing-Jun Zhu , Zhong-Yi Ni

Quantum computing not only holds the potential to solve long-standing problems in quantum physics, but also to offer speed-ups across a broad spectrum of other fields. However, due to the noise and the limited scale of current quantum…

Quantum Physics · Physics 2024-03-05 Julien Gacon

In the rapidly advancing domain of quantum optimization, the confluence of quantum algorithms such as Quantum Annealing (QA) and the Quantum Approximate Optimization Algorithm (QAOA) with robust optimization methodologies presents a…

Quantum Physics · Physics 2024-05-14 Pascal Halffmann , Steve Lenk , Michael Trebing

Optimisation plays a central role in a wide range of scientific and industrial applications, and quantum computing has been widely proposed as a means to achieve computational advantages in this domain. To date, research into the design of…

Quantum Physics · Physics 2026-02-03 Stuart Ferguson , Petros Wallden

Variational quantum algorithms constitute one of the most widespread methods for using current noisy quantum computers. However, it is unknown if these heuristic algorithms provide any quantum-computational speedup, although we cannot…

Quantum ant colony optimization (QACO) has drew much attention since it combines the advantages of quantum computing and ant colony optimization (ACO) algorithms and overcomes some limitations of the traditional ACO algorithm. However, due…

Quantum Physics · Physics 2024-03-04 Qian Qiu , Mohan Wu , Qichun Sun , Xiaogang Li , Hua Xu

We present an efficient general method for realizing a quantum walk operator corresponding to an arbitrary sparse classical random walk. Our approach is based on Grover and Rudolph's method for preparing coherent versions of efficiently…

Quantum Physics · Physics 2013-06-12 Chen-Fu Chiang , Daniel Nagaj , Pawel Wocjan

Combinatorial optimization with a smooth and convex objective function arises naturally in applications such as discrete mean-variance portfolio optimization, where assets must be traded in integer quantities. Although optimal solutions to…

Quantum Physics · Physics 2025-10-14 Sebastian Schlütter , Tomislav Maras , Alexander Dotterweich , Nico Piatkowski

We present a theoretical framework for the analysis of amplitude transfer in Quantum Variational Algorithms (QVAs) for combinatorial optimisation with mixing unitaries defined by vertex-transitive graphs, based on their continuous-time…

Quantum Physics · Physics 2024-06-24 Edric Matwiejew , Jingbo B. Wang

The Quantum Approximate Optimization Algorithm (QAOA) constitutes one of the often mentioned candidates expected to yield a quantum boost in the era of near-term quantum computing. In practice, quantum optimization will have to compete with…

Quantum Physics · Physics 2020-10-15 Charles Moussa , Henri Calandra , Vedran Dunjko

This paper demonstrates the applicability of the Quantum Walk-based Optimisation Algorithm(QWOA) to the Capacitated Vehicle Routing Problem (CVRP). Efficient algorithms are developedfor the indexing and unindexing of the solution space and…

Quantum Physics · Physics 2021-10-01 Tavis Bennett , Edric Matwiejew , Sam Marsh , Jingbo B. Wang

This work explores the potential of the Variational Quantum Eigensolver in solving Dynamic Portfolio Optimization problems surpassing the 100 qubit utility frontier. We systematically analyze how to scale this strategy in complexity and…

Quantum algorithms are getting extremely popular due to their potential to significantly outperform classical algorithms. Yet, applying quantum algorithms to optimization problems meets challenges related to the efficiency of quantum…