activity
20212026
most citedQuantum computing for finance

286 citations · 910 across the 29 of their papers we have counts for

collaborators

34 papers

quant-ph2026

From Quantum Tunneling to Classical Optimization through Instantons

Jiayu Shen, Dylan Herman, Guneykan Ozgul +5

We use an instanton-based analysis to show that Path Integral Stochastic Gradient Descent (PISGD), a classical optimization algorithm instantiated from path integral Monte Carlo (P…

quant-ph2026

Quantum Simulation on Riemannian Manifolds

Dylan Herman, Jacob Watkins, Guneykan Ozgul +4

We investigate algorithms for the quantum simulation of the Schrödinger equation on a Riemannian manifold, where the kinetic operator is defined by the Laplace--Beltrami operator c…

quant-ph2026

Quantum algorithms for orthogonal polynomial transforms

Anupam Prakash, Shree Hari Sureshbabu, Dylan Herman +1

A quantum orthogonal polynomial transform (QOPT) is an algorithmic primitive that maps a superposition of standard basis states coherently to a basis of norm…

quant-ph2026

Decoupling of the QAOA into independent spin-boson systems and high-depth performance on pure and mixed spin glasses

Sami Boulebnane, Abid Khan, Pragna Subrahmanya +4

The Quantum Approximate Optimization Algorithm (QAOA) is regarded as a promising candidate for near-term quantum advantage in combinatorial optimization, yet our ability to study i…

quant-ph2026

Near-Optimal Quantum Lower Bounds for Convex Optimization via Fourier Rank

Brandon Augustino, Shouvanik Chakrabarti, Enrico Fontana +4

We establish a linear quantum query lower bound for high-accuracy convex optimization over an explicit family of -dimensional ellipsoids. We focus on linear optimization with an…

quant-ph2026

Fault-tolerant execution of error-corrected quantum algorithms

Michael A. Perlin, Zichang He, Anthony Alexiades Armenakas +9

Scaling up quantum algorithms to tackle high-impact problems in science and industry requires quantum error correction and fault tolerance. While progress has been made in experime…

quant-ph2026

Quantum Speedups for Group Relaxations of Integer Linear Programs

Brandon Augustino, Dylan Herman, Guneykan Ozgul +5

Integer Linear Programs (ILPs) are a flexible and ubiquitous model for discrete optimization problems. Solving ILPs is \textsf{NP-Hard} yet of great practical importance. Super-qua…

quant-ph2026

Quantum Speedups for Derivative Pricing Beyond Black-Scholes

Dylan Herman, Yue Sun, Jin-Peng Liu +5

This paper explores advancements in quantum algorithms for derivative pricing of exotics, a computational pipeline of fundamental importance in quantitative finance. For such cases…

quant-ph2025

Mechanisms for Quantum Advantage in Global Optimization of Nonconvex Functions

Dylan Herman, Guneykan Ozgul, Anuj Apte +4

We present new theoretical mechanisms for quantum speedup in the global optimization of nonconvex functions, expanding the scope of quantum advantage beyond traditional tunneling-b…

cs.DS2025

A simple analysis of a quantum-inspired algorithm for solving low-rank linear systems

Tyler Chen, Junhyung Lyle Kim, Archan Ray +3

We describe and analyze a simple algorithm for sampling from the solution to a linear system . We assume…

quant-ph2025

Spin-Boson Mapping of the Quantum Approximate Optimization Algorithm

Sami Boulebnane, Abid Khan, Minzhao Liu +4

The Quantum Approximate Optimization Algorithm (QAOA) achieves monotonically improving performance with circuit depth , yet the study of the high-depth regime has been obstructe…

quant-ph2025★ 3 cited

Threshold for Fault-tolerant Quantum Advantage with the Quantum Approximate Optimization Algorithm

Sivaprasad Omanakuttan, Zichang He, Zhiwei Zhang +9

Optimization is often cited as a promising application of quantum computers. However, the low degree of provable quantum speedups has led prior rigorous end-to-end resource analyse…

quant-ph2025

Provably faster randomized and quantum algorithms for -means clustering via uniform sampling

Tyler Chen, Archan Ray, Akshay Seshadri +6

The -means algorithm (Lloyd's algorithm) is a widely used method for clustering unlabeled data. A key bottleneck of the -means algorithm is that each iteration requires time…

quant-ph2025

Iterative Interpolation Schedules for Quantum Approximate Optimization Algorithm

Anuj Apte, Shree Hari Sureshbabu, Ruslan Shaydulin +5

Quantum Approximate Optimization Algorithm (QAOA) is a promising quantum heuristic with empirical evidence of speedup over classical state-of-the-art for some problems. QAOA uses a…

quant-ph2025

On Speedups for Convex Optimization via Quantum Dynamics

Shouvanik Chakrabarti, Dylan Herman, Jacob Watkins +4

We explore the potential for quantum speedups in convex optimization using discrete simulations of the Quantum Hamiltonian Descent (QHD) framework, as proposed by Leng et al., and…

quant-ph2025

Fast Convex Optimization with Quantum Gradient Methods

Brandon Augustino, Dylan Herman, Enrico Fontana +4

We study quantum algorithms based on quantum (sub)gradient estimation using noisy function evaluation oracles, and demonstrate the first dimension-independent query complexities (u…

quant-ph2024

Generalized Short Path Algorithms: Towards Super-Quadratic Speedup over Markov Chain Search for Combinatorial Optimization

Shouvanik Chakrabarti, Dylan Herman, Guneykan Ozgul +6

We analyze generalizations of quantum algorithms based on the short path framework first proposed by Hastings~[\textit{Quantum} 2, 78 (2018)], which has been extended and shown by…

math.OC2024★ 6 cited

Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing

Atithi Acharya, Romina Yalovetzky, Pierre Minssen +10

Industrially relevant constrained optimization problems, such as portfolio optimization and portfolio rebalancing, are often intractable or difficult to solve exactly. In this work…

quant-ph2024★ 7 cited

Parameter Setting Heuristics Make the Quantum Approximate Optimization Algorithm Suitable for the Early Fault-Tolerant Era

Zichang He, Ruslan Shaydulin, Dylan Herman +4

Quantum Approximate Optimization Algorithm (QAOA) is one of the most promising quantum heuristics for combinatorial optimization. While QAOA has been shown to perform well on small…

quant-ph2024★ 1 cited

Prospects of Privacy Advantage in Quantum Machine Learning

Jamie Heredge, Niraj Kumar, Dylan Herman +5

Ensuring data privacy in machine learning models is critical, particularly in distributed settings where model gradients are typically shared among multiple parties to allow collab…

quant-ph2024

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…

quant-ph2023★ 66 cited

The Adjoint Is All You Need: Characterizing Barren Plateaus in Quantum Ansätze

Enrico Fontana, Dylan Herman, Shouvanik Chakrabarti +5

Using tools from the representation theory of compact Lie groups, we formulate a theory of Barren Plateaus (BPs) for parameterized quantum circuits whose observables lie in their d…

quant-ph2023★ 119 cited

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…

quant-ph2023★ 286 cited

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…