Quantum walk-based portfolio optimisation

N. Slate

doi:10.22331/q-2021-07-28-513

2021-07-28

DOI：10.22331/q-2021-07-28-513

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摘要

En 中文

This paper proposes a highly efficient quantum algorithm for portfolio optimisation targeted at near-term noisy intermediate-scale quantum computers. Recent work by Hodson et al. (2019) explored potential application of hybrid quantum-classical algorithms to the problem of financial portfolio rebalancing. In particular, they deal with the portfolio optimisation problem using the Quantum Approximate Optimisation Algorithm and the Quantum Alternating Operator Ansatz. In this paper, we demonstrate substantially better performance using a newly developed Quantum Walk Optimisation Algorithm in finding high-quality solutions to the portfolio optimisation problem.

Keyword:

ALGORITHMS

CIRCUITS

期刊

Quantum

IF:

5.4

论文数:

974

被引数:

1.0W

机构

University of Western Australia

学者数:

2.9W

论文数: 3.0W

被引数: 46

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