286 citations · 1k across the 14 of their papers we have counts for
14 papers
Quantum option pricing via the Karhunen-Loève expansion
Anupam Prakash, Yue Sun, Shouvanik Chakrabarti +8
We consider the problem of pricing discretely monitored Asian options over monitoring points where the underlying asset is modeled by a geometric Brownian motion. We provide tw…
Fast Simulation of High-Depth QAOA Circuits
Danylo Lykov, Ruslan Shaydulin, Yue Sun +2
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.…
Evidence of Scaling Advantage for the Quantum Approximate Optimization Algorithm on a Classically Intractable Problem
Ruslan Shaydulin, Changhao Li, Shouvanik Chakrabarti +26
The quantum approximate optimization algorithm (QAOA) is a leading candidate algorithm for solving optimization problems on quantum computers. However, the potential of QAOA to tac…
Quantum computing for finance
Dylan Herman, Cody Googin, Xiaoyuan Liu +5
Quantum computers are expected to surpass the computational capabilities of classical computers and have a transformative impact on numerous industry sectors. We present a comprehe…
Hardness of the Maximum Independent Set Problem on Unit-Disk Graphs and Prospects for Quantum Speedups
Ruben S. Andrist, Martin J. A. Schuetz, Pierre Minssen +9
Rydberg atom arrays are among the leading contenders for the demonstration of quantum speedups. Motivated by recent experiments with up to 289 qubits [Ebadi et al., Science 376, 12…
Parameter Setting in Quantum Approximate Optimization of Weighted Problems
Shree Hari Sureshbabu, Dylan Herman, Ruslan Shaydulin +4
Quantum Approximate Optimization Algorithm (QAOA) is a leading candidate algorithm for solving combinatorial optimization problems on quantum computers. However, in many cases QAOA…
Alignment between Initial State and Mixer Improves QAOA Performance for Constrained Optimization
Zichang He, Ruslan Shaydulin, Shouvanik Chakrabarti +4
Quantum alternating operator ansatz (QAOA) has a strong connection to the adiabatic algorithm, which it can approximate with sufficient depth. However, it is unclear to what extent…
Quantum Deep Hedging
El Amine Cherrat, Snehal Raj, Iordanis Kerenidis +12
Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where dee…
Constrained Optimization via Quantum Zeno Dynamics
Dylan Herman, Ruslan Shaydulin, Yue Sun +6
Constrained optimization problems are ubiquitous in science and industry. Quantum algorithms have shown promise in solving optimization problems, yet none of the current algorithms…
Fractional Quantum Zeno Effect Emerging from Non-Hermitian Physics
Yue Sun, Tao Shi, Zhiyong Liu +4
Exploring non-Hermitian phenomenology is an exciting frontier of modern physics. However, the demonstration of a non-Hermitian phenomenon that is quantum in nature has remained elu…
A Survey of Quantum Computing for Finance
Dylan Herman, Cody Googin, Xiaoyuan Liu +5
Quantum computers are expected to surpass the computational capabilities of classical computers during this decade and have transformative impact on numerous industry sectors, part…
Quantum Machine Learning for Finance
Marco Pistoia, Syed Farhan Ahmad, Akshay Ajagekar +10
Quantum computers are expected to surpass the computational capabilities of classical computers during this decade, and achieve disruptive impact on numerous industry sectors, part…
The Efficient Preparation of Normal Distributions in Quantum Registers
Arthur G. Rattew, Yue Sun, Pierre Minssen +1
The efficient preparation of input distributions is an important problem in obtaining quantum advantage in a wide range of domains. We propose a novel quantum algorithm for the eff…
Option Pricing using Quantum Computers
Nikitas Stamatopoulos, Daniel J. Egger, Yue Sun +4
We present a methodology to price options and portfolios of options on a gate-based quantum computer using amplitude estimation, an algorithm which provides a quadratic speedup com…