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20232026
most citedQuantum computing for finance

286 citations · 302 across the 16 of their papers we have counts for

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Showing 2024Show all

5 papers · 1 filter

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

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

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

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…