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A recommendation system uses the past purchases or ratings of $n$ products by a group of $m$ users, in order to provide personalized recommendations to individual users. The information is modeled as an $m \times n$ preference matrix which…

Quantum Physics · Physics 2016-09-23 Iordanis Kerenidis , Anupam Prakash

We investigate the problem of simulating classical stochastic processes through quantum dynamics, and present three scenarios where memory or time quantum advantages arise. First, by introducing and analysing a quantum version of the…

Quantum Physics · Physics 2021-04-27 Kamil Korzekwa , Matteo Lostaglio

A new algorithm for minimization of quantum cost of quantum circuits has been designed. The quantum cost of different quantum circuits of particular interest (eg. circuits for EPR, quantum teleportation, shor code and different quantum…

Quantum Physics · Physics 2010-04-12 Anindita Banerjee , Anirban Pathak

Algorithmic approach is based on the assumption that any quantum evolution of many particle system can be simulated on a classical computer with the polynomial time and memory cost. Algorithms play the central role here but not the…

Quantum Physics · Physics 2007-05-23 Yuri Ozhigov

We introduce quantum walks with a time-dependent coin, and show how they include, as a particular case, the generalized quantum walk recently studied by Wojcik et al. {[}Phys. Rev. Lett. \textbf{93}, 180601(2004){]} which exhibits…

Quantum Physics · Physics 2009-11-11 M. C. Banuls , C. Navarrete , A. Perez , Eugenio Roldan , J. C. Soriano

In this paper we present a new methodology for option pricing. The main idea consists to represent a generic probability distribution function (PDF) via a perturbative expansion around a given, simpler, PDF (typically a gaussian function)…

Statistical Mechanics · Physics 2008-12-02 Marco Airoldi

Currency arbitrage capitalizes on price discrepancies in currency exchange rates between markets to produce profits with minimal risk. By employing a combinatorial optimization problem, one can ascertain optimal paths within directed…

Computational Finance · Quantitative Finance 2025-02-25 Sangram Deshpande , Elin Ranjan Das , Frank Mueller

Simulating differential equations on classical computers becomes an intractable problem if the grid size is extremely large. Quantum computers are believed to achieve a possibly exponential speedup in the matrix operation. In this paper, we…

Quantum Physics · Physics 2025-03-18 Xinchi Huang , Hirofumi Nishi , Taichi Kosugi , Yoshifumi Kawada , Yu-ichiro Matsushita

We present an initialisation method for variational quantum algorithms applicable to intermediate scale quantum computers. The method uses simulated annealing of the efficiently simulable Clifford parameter points as a pre-optimisation to…

Quantum Physics · Physics 2022-07-05 M. H. Cheng , K. E. Khosla , C. N. Self , M. Lin , B. X. Li , A. C. Medina , M. S. Kim

We explored the potential applications of various Quantum Algorithms for stock price prediction by conducting a series of experimental simulations using both Classical as well as Quantum Hardware. Firstly, we extracted various stock price…

Computational Finance · Quantitative Finance 2023-08-29 Naman S , Gaurang B , Neel S , Aswath Babu H

Algorithms based on non-unitary evolution have attracted much interest for ground state preparation on quantum computers. One recently proposed method makes use of ancilla qubits and controlled unitary operators to implement weak…

Quantum Physics · Physics 2025-12-25 Tobias Stollenwerk , Stuart Hadfield

We introduce a novel hybrid quantum-classical algorithm for the near-term computation of expectation values in quantum systems at finite temperatures. This is based on two stages: on the first one, a mixed state approximating a fiducial…

Quantum Physics · Physics 2024-01-31 Giuseppe Clemente

This thesis investigates quantum algorithms for eigenstate preparation, with a focus on solving eigenvalue problems such as the Schrodinger equation by utilizing near-term quantum computing devices. These problems are ubiquitous in several…

Quantum Physics · Physics 2024-12-20 Joey Bonitati

We extend variational quantum optimization algorithms for Quadratic Unconstrained Binary Optimization problems to the class of Mixed Binary Optimization problems. This allows us to combine binary decision variables with continuous decision…

Quantum Physics · Physics 2021-09-13 Lee Braine , Daniel J. Egger , Jennifer Glick , Stefan Woerner

Option contracts can be valued by using the Black-Scholes equation, a partial differential equation with initial conditions. An exact solution for European style options is known. The computation time and the error need to be minimized…

Computational Engineering, Finance, and Science · Computer Science 2014-04-30 Snehanshu Saha , Swati Routh , Bidisha Goswami

We present an adaptive approach for valuing the European call option on assets with stochastic volatility. The essential feature of the method is a reduction of uncertainty in latent volatility due to a Bayesian learning procedure. Starting…

Other Condensed Matter · Physics 2008-12-02 Sergei Fedotov , Stephanos Panayides

Financial derivatives are contracts that can have a complex payoff dependent upon underlying benchmark assets. In this work, we present a quantum algorithm for the Monte Carlo pricing of financial derivatives. We show how the relevant…

Quantum Physics · Physics 2018-08-23 Patrick Rebentrost , Brajesh Gupt , Thomas R. Bromley

We propose a novel method to sequentially optimize arbitrary single-qubit gates in parameterized quantum circuits for simulating real and imaginary time evolution. The method utilizes full degrees of freedom of single-qubit gates and…

We propose a quantum inverse iteration algorithm which can be used to estimate the ground state properties of a programmable quantum device. The method relies on the inverse power iteration technique, where the sequential application of the…

Quantum Physics · Physics 2020-01-22 Oleksandr Kyriienko

This paper provides a methodology for fast and accurate pricing of the long-dated contracts that arise as the building blocks of insurance and pension fund agreements. It applies the recursive marginal quantization (RMQ) and joint recursive…

Computational Finance · Quantitative Finance 2018-01-25 Ralph Rudd , Thomas A. McWalter , Joerg Kienitz , Eckhard Platen
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