English
Related papers

Related papers: Derivative Pricing using Quantum Signal Processing

200 papers

We introduce a QPLEX Decision Process (QDP) as a model for dynamic control of queueing systems with non-stationary arrivals, general service distributions, and service-level chance constraints. QDPs integrate QPLEX, a computational modeling…

Optimization and Control · Mathematics 2026-05-19 Antonius B. Dieker , Steven T. Hackman , Zitong Wang , Yunhao Yan

Variational quantum algorithms dominate contemporary gate-based quantum enhanced optimisation, eigenvalue estimation and machine learning. Here we establish the quantum computational universality of variational quantum computation by…

Quantum Physics · Physics 2021-05-25 Jacob Biamonte

There is a growing demand for quantum computing across various sectors, including finance, materials and studying chemical reactions. A promising implementation involves semiconductor qubits utilizing quantum dots within transistors. While…

Quantum Physics · Physics 2024-08-27 John Michniewicz , M. S. Kim

Quantifying the energetic cost of implementing quantum operations is essential for assessing the efficiency and scalability of quantum sensing and information-processing technologies. Here, we introduce a framework for analysing the…

Quantum Physics · Physics 2026-04-17 Yukuan Tao , Madalin Guta , Gerardo Adesso

We propose a new implementation of a universal set of one- and two-qubit gates for quantum computation using the spin states of coupled single-electron quantum dots. Desired operations are effected by the gating of the tunneling barrier…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 Daniel Loss , David P. DiVincenzo

Quantum circuits for mathematical functions such as division are necessary to use quantum computers for scientific computing. Quantum circuits based on Clifford+T gates can easily be made fault-tolerant but the T gate is very costly to…

Quantum Physics · Physics 2018-09-27 Himanshu Thapliyal , Edgard Muñoz-Coreas , T. S. S. Varun , Travis S. Humble

Currently, quantum computing is developing at a high speed because its high parallelism and high computing power bring new solutions to many fields. However, due to chip process technology, it is difficult to achieve full coupling of all…

Quantum Physics · Physics 2022-09-09 Xin-miao Chen , Shi Wang , Yong-jin Ye , Bo Jiang , Yong-zheng Wu

Spot option prices, forwards and options on forwards relevant for the commodity markets are computed when the underlying process S is modelled as an exponential of a process {\xi} with memory as e.g. a L\'evy semi-stationary process.…

Pricing of Securities · Quantitative Finance 2017-11-02 Fred Espen Benth , Asma Khedher , Michèle Vanmaele

Machine learning is seen as a promising application of quantum computation. For near-term noisy intermediate-scale quantum (NISQ) devices, parametrized quantum circuits (PQCs) have been proposed as machine learning models due to their…

Quantum Physics · Physics 2020-05-13 Shuxiang Cao , Leonard Wossnig , Brian Vlastakis , Peter Leek , Edward Grant

Integer programming (IP) is an NP-hard combinatorial optimization problem that is widely used to represent a diverse set of real-world problems spanning multiple fields, such as finance, engineering, logistics, and operations research. It…

Quantum Physics · Physics 2025-08-20 Kapil Goswami , Peter Schmelcher , Rick Mukherjee

Near-term hardware is constrained by high error rates, small qubit counts, and relatively low output fidelity, making the execution of large, high performance quantum circuits difficult. Circuit partitioning (or circuit cutting) has emerged…

Quantum Physics · Physics 2026-04-27 Connor Howe , Cristina Radian , Justin Woodring , Vardaan Sahgal , Brian J. McDermott

We design and demonstrate heuristic quantum advantage with peaked circuits (HQAP circuits) on Quantinuum's System Model H2 quantum processor. Through extensive experimentation with state-of-the-art classical simulation strategies, we…

Quantum mechanics is well known to accelerate statistical sampling processes over classical techniques. In quantitative finance, statistical samplings arise broadly in many use cases. Here we focus on a particular one of such use cases,…

Molecular simulations are widely regarded as leading candidates to demonstrate quantum advantage--defined as the point at which quantum methods surpass classical approaches in either accuracy or scale. Yet the qubit counts and error rates…

Qubit Mapping is a critical task in Quantum Compilation, as modern Quantum Processing Units (QPUs) are constrained to nearest-neighbor interactions defined by a qubit coupling graph. This compiler pass repairs the connectivity of two-qubit…

Programming Languages · Computer Science 2025-11-03 Marouane Benbetka , Merwan Bekkar , Riyadh Baghdadi , Martin Kong

Until high-fidelity quantum computers with a large number of qubits become widely available, classical simulation remains a vital tool for algorithm design, tuning, and validation. We present a simulator for the Quantum Approximate…

Quantum Physics · Physics 2023-11-14 Danylo Lykov , Ruslan Shaydulin , Yue Sun , Yuri Alexeev , Marco Pistoia

In the last years, several quantum algorithms that try to address the problem of partial differential equation solving have been devised. On one side, "direct" quantum algorithms that aim at encoding the solution of the PDE by executing one…

Quantum Physics · Physics 2021-06-15 Adrien Suau , Gabriel Staffelbach , Henri Calandra

A key challenge in realizing fault-tolerant quantum computers is circuit optimization. Focusing on the most expensive gates in fault-tolerant quantum computation (namely, the T gates), we address the problem of T-count optimization, i.e.,…

Quantum information science strives to leverage the quantum-mechanical nature of our universe in order to achieve large improvements in certain information processing tasks. In deep-space optical communications, current receivers for the…

Quantum Physics · Physics 2020-04-16 Narayanan Rengaswamy

In dynamic quantum circuits, classical information from mid-circuit measurements is fed forward during circuit execution. This emerging capability of quantum computers confers numerous advantages that can enable more efficient and powerful…

Quantum Physics · Physics 2024-03-28 Elisa Bäumer , Vinay Tripathi , Alireza Seif , Daniel Lidar , Derek S. Wang