Related papers: Option Pricing on Noisy Intermediate-Scale Quantum…

We develop a quantum algorithm to price discretely monitored lookback options in the Black-Scholes framework using imaginary time evolution. By rewriting the pricing PDE as a Schrodinger-type equation, the problem becomes the imaginary time…

Designing quantum neural networks (QNNs) that are both accurate and deployable on NISQ hardware is challenging. Handcrafted ansatze must balance expressivity, trainability, and resource use, while limited qubits often necessitate circuit…

We apply a physics-informed deep-learning approach the PINN approach to the Black-Scholes equation for pricing American and European options. We test our approach on both simulated as well as real market data, compare it to…

In the NISQ (Noisy intermediate-scale quantum) area, Quantum computers can be utilized for deep learning by treating variational quantum circuits as neural network models. This can be achieved by first encoding the input data onto quantum…

We study the problem of training and certifying adversarially robust quantized neural networks (QNNs). Quantization is a technique for making neural networks more efficient by running them using low-bit integer arithmetic and is therefore…

This paper initiates the study of quantum computing within the constraints of using a polylogarithmic ($O(\log^k n), k\geq 1$) number of qubits and a polylogarithmic number of computation steps. The current research in the literature has…

Quantum computing promises a disruptive impact on machine learning algorithms, taking advantage of the exponentially large Hilbert space available. However, it is not clear how to scale quantum machine learning (QML) to industrial-level…

Quantum machine learning has proven to be a fruitful area in which to search for potential applications of quantum computers. This is particularly true for those available in the near term, so called noisy intermediate-scale quantum (NISQ)…

We present a detailed numerical study of an alternative approach, named Quantum Non-Demolition Measurement (QNDM), to efficiently estimate the gradients or the Hessians of a quantum observable. This is a key step and a resource-demanding…

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…

Applications of the quantum algorithm for Monte Carlo simulation to pricing of financial derivatives have been discussed in previous papers. However, up to now, the pricing model discussed in such papers is Black-Scholes model, which is…

The rapid development of quantum computers promises transformative impacts across diverse fields of science and technology. Quantum neural networks (QNNs), as a forefront application, hold substantial potential. Despite the multitude of…

Quantum error mitigation (QEM) protocols have provably exponential bounds on the cost scaling; however, exploring which regimes QEM can recover usable results is still of sizable interest. The expected absence of complete error correction…

Quantum machine learning is one of the most promising applications of quantum computing in the Noisy Intermediate-Scale Quantum(NISQ) era. Here we propose a quantum convolutional neural network(QCNN) inspired by convolutional neural…

Recent advances in quantum hardware motivate the development of algorithmic frameworks that integrate quantum sampling with classical inference. This work introduces a segmentation-based regression method tailored to quantum neural networks…

In this paper, we present QPack, a universal benchmark for Noisy Intermediate-Scale Quantum (NISQ) computers based on Quantum Approximate Optimization Algorithms (QAOA). Unlike other evaluation metrics in the field, this benchmark evaluates…

A prominent technique for reducing the memory footprint of Spiking Neural Networks (SNNs) without decreasing the accuracy significantly is quantization. However, the state-of-the-art only focus on employing the weight quantization directly…

This paper proposes the Exact Terminal Condition Neural Network (ETCNN), a deep learning framework for accurately pricing American options by solving the Black-Scholes-Merton (BSM) equations. The ETCNN incorporates carefully designed…

Quantum machine learning (QML) has emerged as a promising domain to leverage the computational capabilities of quantum systems to solve complex classification tasks. In this work, we present the first comprehensive QML study by benchmarking…

Assessing whether a noisy quantum device can potentially exhibit quantum advantage is essential for selecting practical quantum utility tasks that are not efficiently verifiable by classical means. For optimization, a prominent candidate…