Related papers: Quantum option pricing using Wick rotated imaginar…
In a global derivatives market with notional values in the hundreds of trillions of dollars, the accuracy and efficiency of pricing models are of fundamental importance, with direct implications for risk management, capital allocation, and…
Variational Quantum Eigensolver (VQE) is widely used in near-term hardware. However, their performances remain limited by the poor trainability and are dependent on random parameter initialization. In this work, we propose a warm start…
The ongoing progress in quantum technologies has fueled a sustained exploration of their potential applications across various domains. One particularly promising field is quantitative finance, where a central challenge is the pricing of…
A crucial yet challenging issue in quantum metrology is to ascertain the ultimate precision achievable in estimation strategies. While there are two paradigms of estimations, local and global, current research is largely confined to local…
We propose an adaptive quantum algorithm to prepare accurate variational time evolved wave functions. The method is based on the projected Variational Quantum Dynamics (pVQD) algorithm, that performs a global optimization with linear…
Quantum dynamics for arbitrary system are traditionally realized by time evolutions of wave functions in Hilbert space and/or density operators in Liouville space. However, the traditional simulations may occasionally turn out to be…
Variational quantum algorithms are a leading candidate for early applications on noisy intermediate-scale quantum computers. These algorithms depend on a classical optimization outer-loop that minimizes some function of a parameterized…
Quantum optimization algorithms offer a promising route to finding the ground states of target Hamiltonians on near-term quantum devices. None the less, it remains necessary to limit the evolution time and circuit depth as much as possible,…
Quantum oracles play key roles in the studies of quantum computation and quantum information. But implementing quantum oracles efficiently with universal quantum gates is a hard work. Motivated by genetic programming, this paper proposes a…
Quantum simulation advantage over classical memory limitations would allow compact quantum circuits to yield insight into intractable quantum many-body problems, but the interrelated obstacles of large circuit depth in quantum time…
Crypto-currency markets are known to exhibit inefficiencies, which presents opportunities for profitable cyclic transactions or arbitrage, where one currency is traded for another in a way that results in a net gain without incurring any…
Based on the analog between the stochastic dynamics and quantum harmonic oscillator, we propose a market force driving model to generalize the Black-Scholes model in finance market. We give new schemes of option pricing, in which we can…
We time-evolve a translationally invariant quantum state on the Quantinuum H1-1 trapped-ion quantum processor, studying the dynamical quantum phase transition of the transverse field Ising model. This physics requires a delicate…
We present an efficient approach to simulate real-time quantum dynamics using Projected Variational Quantum Dynamics (PVQD), where the computational cost is reduced by strategically optimizing only a subset of the variational parameters at…
We introduce a variational hybrid classical-quantum algorithm to simulate the Lindblad master equation and its adjoint for time-evolving Markovian open quantum systems and quantum observables. Our method is based on a direct representation…
Recent experimental advances have inspired the development of theoretical tools to describe the non-equilibrium dynamics of quantum systems. Among them an exact representation of quantum spin systems in terms of classical stochastic…
We present a quantum algorithm for the dynamical simulation of time-dependent Hamiltonians. Our method involves expanding the interaction-picture Hamiltonian as a sum of generalized permutations, which leads to an integral-free Dyson series…
We propose a method for the algorithmic quantum simulation of memory effects described by integrodifferential evolution equations. It consists in the systematic use of perturbation theory techniques and a Markovian quantum simulator. Our…
We propose a variational quantum algorithm to study the real time dynamics of quantum systems as a ground-state problem. The method is based on the original proposal of Feynman and Kitaev to encode time into a register of auxiliary qubits.…
We investigate the quantum algorithms for dynamic programming by Ambainis et al. (SODA'19). While giving provable complexity speedups and applicable to a variety of NP-hard problems, these algorithms have a notable drawback: they require a…