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Portfolio optimization is a fundamental problem in finance that aims to determine the optimal allocation of assets within a portfolio to maximize returns while minimizing risk. It can be formulated as a Quadratic Unconstrained Binary…

Quantum Physics · Physics 2025-08-27 Anbang Wang , Zhonggang Lv , Zhenyuan Ma , Dunbo Cai , Zhihong Zhang

The quantum approximate optimization algorithm (QAOA) is widely seen as a possible usage of noisy intermediate-scale quantum (NISQ) devices. We analyze the algorithm as a bang-bang protocol with fixed total time and a randomized greedy…

Quantum Physics · Physics 2020-09-16 Daniel Liang , Li Li , Stefan Leichenauer

We study the stochastic versions of a broad class of combinatorial problems where the weights of the elements in the input dataset are uncertain. The class of problems that we study includes shortest paths, minimum weight spanning trees,…

Data Structures and Algorithms · Computer Science 2016-11-18 Jian Li , Amol Deshpande

The quantum approximate optimization algorithm (QAOA) is a leading variational approach to combinatorial optimization, but its practical performance depends strongly on objective design, parameter search, and shot allocation. We present a…

Quantum Physics · Physics 2026-04-09 Siran Zhang , Shuming Cheng

Forecasting, to estimate future events, is crucial for business and decision-making. This paper proposes QxEAI, a methodology that produces a probabilistic forecast that utilizes a quantum-like evolutionary algorithm based on training a…

Physics and Society · Physics 2024-06-24 Kevin Xin , Lizhi Xin

A black-box optimization algorithm such as Bayesian optimization finds extremum of an unknown function by alternating inference of the underlying function and optimization of an acquisition function. In a high-dimensional space, such…

Quantum Physics · Physics 2021-05-03 Syun Izawa , Koki Kitai , Shu Tanaka , Ryo Tamura , Koji Tsuda

Stochastic differential equations (SDEs), which models uncertain phenomena as the time evolution of random variables, are exploited in various fields of natural and social sciences such as finance. Since SDEs rarely admit analytical…

Quantum Physics · Physics 2021-05-26 Kenji Kubo , Yuya O. Nakagawa , Suguru Endo , Shota Nagayama

A sequential quadratic optimization algorithm is proposed for solving smooth nonlinear equality constrained optimization problems in which the objective function is defined by an expectation of a stochastic function. The algorithmic…

Optimization and Control · Mathematics 2023-03-17 Albert S. Berahas , Frank E. Curtis , Michael J. O'Neill , Daniel P. Robinson

Leverage score sampling is crucial to the design of randomized algorithms for large-scale matrix problems, while the computation of leverage scores is a bottleneck of many applications. In this paper, we propose a quantum algorithm to…

Quantum Physics · Physics 2023-09-19 Changpeng Shao

Kernel methods augmented with random features give scalable algorithms for learning from big data. But it has been computationally hard to sample random features according to a probability distribution that is optimized for the data, so as…

Quantum Physics · Physics 2021-11-02 Hayata Yamasaki , Sathyawageeswar Subramanian , Sho Sonoda , Masato Koashi

In pursuit of enhancing the predication capabilities of the neural network, it has been a longstanding objective to create dataset encompassing a diverse array of samples. The purpose is to broaden the horizons of neural network and…

Quantum Physics · Physics 2024-01-23 Chao-Chao Li , Run-Hong He , Zhao-Ming 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

Phase estimation is known to be a robust method for single-qubit gate calibration in quantum computers, while Bayesian estimation is widely used in devising optimal methods for learning in quantum systems. We present Bayesian phase…

Quantum Physics · Physics 2025-05-06 Brennan de Neeve , Andrey V. Lebedev , Vlad Negnevitsky , Jonathan P. Home

In this work, we provide the first QFT-free algorithm for Quantum Amplitude Estimation (QAE) that is asymptotically optimal while maintaining the leading numerical performance. QAE algorithms appear as a subroutine in many applications for…

Quantum Physics · Physics 2023-02-27 Shion Fukuzawa , Christopher Ho , Sandy Irani , Jasen Zion

Modern Cloud/Edge architectures need to orchestrate multiple layers of heterogeneous computing nodes, including pervasive sensors/actuators, distributed Edge/Fog nodes, centralized data centers and quantum devices. The optimal assignment…

Quantum Physics · Physics 2024-05-27 Carlo Mastroianni , Francesco Plastina , Jacopo Settino , Andrea Vinci

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 paper introduces quantum computing methods for Monte Carlo simulations in power systems which are expected to be exponentially faster than their classical computing counterparts. Monte Carlo simulations is a fundamental method, widely…

Quantum Physics · Physics 2023-10-02 Emilie Jong , Brynjar Sævarsson , Hjörtur Jóhannsson , Spyros Chatzivasileiadis

We present a quantum algorithm for European option pricing in finance, where the key idea is to work in the unary representation of the asset value. The algorithm needs novel circuitry and is divided in three parts: first, the amplitude…

Phase estimation is a quantum algorithm for measuring the eigenvalues of a Hamiltonian. We propose and rigorously analyse a randomized phase estimation algorithm with two distinctive features. First, our algorithm has complexity independent…

Quantum Physics · Physics 2022-08-09 Kianna Wan , Mario Berta , Earl T. Campbell

The quantum approximate optimization algorithm (QAOA) is a leading iterative variational quantum algorithm for heuristically solving combinatorial optimization problems. A large portion of the computational effort in QAOA is spent by the…

Quantum Physics · Physics 2022-08-23 Ohad Amosy , Tamuz Danzig , Ely Porat , Gal Chechik , Adi Makmal