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Effectively encoding inequality constraints is a primary obstacle in applying quantum algorithms to financial optimization. A quantum model for Markowitz portfolio optimization is presented that resolves this by embedding slack variables…

Optimization and Control · Mathematics 2026-01-08 Pablo Thomassin , Guillaume Guerard , Sonia Djebali , Vincent Marc Lambert

The Quantum Approximate Optimisation Algorithm (QAOA) is a hybrid quantum-classical algorithm for solving combinatorial optimisation problems. QAOA encodes solutions into the ground state of a Hamiltonian, approximated by a $p$-level…

Quantum Physics · Physics 2025-05-16 V Vijendran , Dax Enshan Koh , Eunok Bae , Hyukjoon Kwon , Ping Koy Lam , Syed M Assad

In this paper, we address the challenge of multivariate time-series forecasting using quantum machine learning techniques. We introduce adaptation strategies that extend variational quantum circuit models, traditionally limited to…

Recovery rate prediction plays a pivotal role in bond investment strategies by enhancing risk assessment, optimizing portfolio allocation, improving pricing accuracy, and supporting effective credit risk management. However, accurate…

Computational Finance · Quantitative Finance 2026-01-27 Ying Chen , Paul Griffin , Paolo Recchia , Lei Zhou , Hongrui Zhang

In this paper, we introduce an emerging quantum machine learning (QML) framework to assist classical deep learning methods for biosignal processing applications. Specifically, we propose a hybrid quantum-classical neural network model that…

Quantum Physics · Physics 2022-10-04 Toshiaki Koike-Akino , Ye Wang

Quantum reservoir computing offers a promising route for time series learning by modelling sequential data via rich quantum dynamics while the only training required happens at the level of a lightweight classical readout. However, studies…

Machine Learning · Computer Science 2026-02-17 Abdallah Aaraba , Soumaya Cherkaoui , Ola Ahmad , Shengrui Wang

We propose a quantum algorithm based on ridge regression model, which get the optimal fitting parameters w and a regularization hyperparameter {\alpha} by analysing the training dataset. The algorithm consists of two subalgorithms. One is…

Quantum Physics · Physics 2021-04-28 Menghan Chen , Chaohua Yu , Gongde Guo , Song Lin

We introduce and analyze a novel quantum machine learning model motivated by convolutional neural networks. Our quantum convolutional neural network (QCNN) makes use of only $O(\log(N))$ variational parameters for input sizes of $N$ qubits,…

Quantum Physics · Physics 2019-10-23 Iris Cong , Soonwon Choi , Mikhail D. Lukin

A quantum-inspired optimization approach is proposed to study the portfolio optimization aimed at selecting an optimal mix of assets based on the risk-return trade-off to achieve the desired goal in investment. By integrating conventional…

Portfolio Management · Quantitative Finance 2024-11-15 Ying-Chang Lu , Chao-Ming Fu , Lien-Po Yu , Yen-Jui Chang , Ching-Ray Chang

In this paper we show how to implement in a simple way some complex real-life constraints on the portfolio optimization problem, so that it becomes amenable to quantum optimization algorithms. Specifically, first we explain how to obtain…

Portfolio Management · Quantitative Finance 2021-08-23 Samuel Palmer , Serkan Sahin , Rodrigo Hernandez , Samuel Mugel , Roman Orus

We introduce a novel quantum optimization paradigm: the Fixed-Parameter-Count Quantum Approximate Optimization Algorithm (FPC-QAOA). It is a scalable variational framework that maintains a constant number of trainable parameters regardless…

Quantum machine learning has established as an interdisciplinary field to overcome limitations of classical machine learning and neural networks. This is a field of research which can prove that quantum computers are able to solve problems…

Quantum Physics · Physics 2023-03-13 Meghashrita Das , Tirupati Bolisetti

This study introduces simple yet effective continuous- and discrete-variable quantum neural network (QNN) models as a transfer-learning approach for forecasting tasks. The CV-QNN features a single quantum layer with two qubits to establish…

Machine Learning · Computer Science 2025-03-26 Ismael Abdulrahman

This paper describes an application of the Quantum Approximate Optimisation Algorithm (QAOA) to efficiently find approximate solutions for computational problems contained in the polynomially bounded NP optimisation complexity class (NPO…

Quantum Physics · Physics 2021-07-28 Samuel Marsh , Jingbo Wang

In this paper, we eliminate the classical outer learning loop of the Quantum Approximate Optimization Algorithm (QAOA) and present a strategy to find good parameters for QAOA based on topological arguments of the problem graph and tensor…

Quantum Physics · Physics 2019-08-26 Michael Streif , Martin Leib

Feedback-based methods have gained significant attention as an alternative training paradigm for the Quantum Approximate Optimization Algorithm (QAOA) in solving combinatorial optimization problems such as MAX-CUT. In particular, Quantum…

Quantum Physics · Physics 2026-02-16 Masih Mozakka , Mohsen Heidari

Quantum algorithms can be used to perform unsupervised machine learning tasks like data clustering by mapping the distance between data points to a graph optimization problem (i.e. MAXCUT) and finding optimal solution through energy…

Quantum Physics · Physics 2022-02-08 Daniel Beaulieu , Anh Pham

The quantum approximate optimization algorithm (QAOA), as a hybrid quantum/classical algorithm, has received much interest recently. QAOA can also be viewed as a variational ansatz for quantum control. However, its direct application to…

Quantum Physics · Physics 2020-05-19 Jiahao Yao , Marin Bukov , Lin Lin

The quantum approximate optimization algorithm (QAOA) is a hybrid quantum-classical variational algorithm that offers the potential to handle combinatorial optimization problems. Introducing constraints in such combinatorial optimization…

Quantum Physics · Physics 2021-12-15 Santosh Kumar Radha

Quantum algorithms have the potential to enhance machine learning across a variety of domains and applications. In this work, we show how quantum machine learning can be used to improve financial forecasting. First, we use classical and…

Statistical Finance · Quantitative Finance 2024-04-05 Sohum Thakkar , Skander Kazdaghli , Natansh Mathur , Iordanis Kerenidis , André J. Ferreira-Martins , Samurai Brito