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Quantum algorithms reformulate computational problems as quantum evolutions in a large Hilbert space. Most quantum algorithms assume that the time-evolution is perfectly unitary and that the full Hilbert space is available. However, in…

Quantum Physics · Physics 2024-09-26 Marcel Niedermeier , Jose L. Lado , Christian Flindt

Efficiently pricing multi-asset options poses a significant challenge in quantitative finance. Fourier methods leverage the regularity properties of the integrand in the Fourier domain to accurately and rapidly value options that typically…

Computational Finance · Quantitative Finance 2025-04-22 Christian Bayer , Chiheb Ben Hammouda , Antonis Papapantoleon , Michael Samet , Raúl Tempone

This paper explores the application of tensor networks (TNs) to the simulation of material deformations within the framework of linear elasticity. Material simulations are essential computational tools extensively used in both academic…

Efficient quantum circuit optimization schemes are central to quantum simulation of strongly interacting quantum many body systems. Here, we present an optimization algorithm which combines machine learning techniques and tensor network…

Quantum Physics · Physics 2024-08-23 David Rogerson , Ananda Roy

Tensor network states are powerful variational ans\"atze for many-body ground states of quantum lattice models. The use of Monte Carlo sampling techniques in tensor network approaches significantly reduces the cost of tensor contractions,…

Strongly Correlated Electrons · Physics 2012-05-01 Andrew J. Ferris , Guifre Vidal

Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset…

Machine Learning · Computer Science 2020-03-09 Yifan Zhang , Peilin Zhao , Qingyao Wu , Bin Li , Junzhou Huang , Mingkui Tan

The Variational Monte Carlo method has recently seen important advances through the use of neural network quantum states. While more and more sophisticated ans\"atze have been designed to tackle a wide variety of quantum many-body problems,…

Nuclear Theory · Physics 2025-07-09 M. Drissi , J. W. T. Keeble , J. Rozalén Sarmiento , A. Rios

In recent years, a CRA (Credit Risk Analysis) quantum algorithm with a quadratic speedup over classical analogous methods has been introduced. We propose a new variant of this quantum algorithm with the intent of overcoming some of the most…

Emerging Technologies · Computer Science 2022-12-21 Emanuele Dri , Edoardo Giusto , Antonello Aita , Bartolomeo Montrucchio

An efficient computational algorithm to price financial derivatives is presented. It is based on a path integral formulation of the pricing problem. It is shown how the path integral approach can be worked out in order to obtain fast and…

Statistical Mechanics · Physics 2009-11-07 G. Montagna , O. Nicrosini , N. Moreni

Machine learning has emerged as a promising approach to study the properties of many-body systems. Recently proposed as a tool to classify phases of matter, the approach relies on classical simulation methods$-$such as Monte Carlo$-$which…

Quantum Physics · Physics 2020-07-17 Alexey Uvarov , Andrey Kardashin , Jacob Biamonte

Quantum machine learning researchers often rely on incorporating Tensor Networks (TN) into Deep Neural Networks (DNN) and variational optimization. However, the standard optimization techniques used for training the contracted trainable…

Quantum Physics · Physics 2023-10-04 Debanjan Konar , Dheeraj Peddireddy , Vaneet Aggarwal , Bijaya K. Panigrahi

Tensor network states and parton wave functions are two pivotal methods for studying quantum many-body systems. This work connects these two subjects as we demonstrate that a variety of parton wave functions, such as projected Fermi sea and…

Strongly Correlated Electrons · Physics 2020-06-22 Ying-Hai Wu , Lei Wang , Hong-Hao Tu

In this paper we present a study of the applicability and feasibility of quantum-inspired algorithms and techniques in tensor networks for industrial environments and contexts, with a compilation of the available literature and an analysis…

Quantum Physics · Physics 2026-05-05 Alejandro Mata Ali , Iñigo Perez Delgado , Aitor Moreno Fdez. de Leceta

We review the recent quantum advantage experiments by IBM, D-Wave, and Google, focusing on cases where efficient classical simulations of the experiment were demonstrated or attempted using tensor network methods. We assess the strengths…

Quantum Physics · Physics 2026-03-27 Augustine Kshetrimayum , Saeed S. Jahromi , Sukhbinder Singh , Román Orús

Data encoding remains a fundamental bottleneck in quantum machine learning, where amplitude encoding of high-dimensional classical vectors into quantum states incurs exponential cost. In this work, we propose a pre-trained tensor-train (TT)…

Quantum Physics · Physics 2026-02-11 Jun Qi , Chao-Han Huck Yang , Pin-Yu Chen , Min-Hsiu Hsieh

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

Partial Differential Equations (PDEs) are used to model a variety of dynamical systems in science and engineering. Recent advances in deep learning have enabled us to solve them in a higher dimension by addressing the curse of…

Tensor network methods are incredibly effective for simulating quantum circuits. This is due to their ability to efficiently represent and manipulate the wave-functions of large interacting quantum systems. We describe the challenges faced…

In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…

Computational Finance · Quantitative Finance 2022-09-30 Devang Sinha , Siddhartha P. Chakrabarty

This research investigates the performance and efficacy of machine learning models in stock prediction, comparing Artificial Neural Networks (ANNs), Quantum Qubit-based Neural Networks (QQBNs), and Quantum Qutrit-based Neural Networks…

Artificial Intelligence · Computer Science 2026-04-22 Kanishk Bakshi , Kathiravan Srinivasan