5 papers · 1 filter
Low Depth Phase Oracle Using a Parallel Piecewise Circuit
Zhu Sun, Gregory Boyd, Zhenyu Cai +7
We explore the important task of applying a phase to a computational basis state . The closely related task of rotating a target qubit by an angle…
Quantum amplitude estimation from classical signal processing
Farrokh Labib, B. David Clader, Nikitas Stamatopoulos +1
We demonstrate that the problem of amplitude estimation, a core subroutine used in many quantum algorithms, can be mapped directly to a problem in signal processing called directio…
End-to-end resource analysis for quantum interior point methods and portfolio optimization
Alexander M. Dalzell, B. David Clader, Grant Salton +8
We study quantum interior point methods (QIPMs) for second-order cone programming (SOCP), guided by the example use case of portfolio optimization (PO). We provide a complete quant…
Derivative Pricing using Quantum Signal Processing
Nikitas Stamatopoulos, William J. Zeng
Pricing financial derivatives on quantum computers typically includes quantum arithmetic components which contribute heavily to the quantum resources required by the corresponding…
Quantum Risk Analysis of Financial Derivatives
Nikitas Stamatopoulos, B. David Clader, Stefan Woerner +1
We introduce two quantum algorithms to compute the Value at Risk (VaR) and Conditional Value at Risk (CVaR) of financial derivatives using quantum computers: the first by applying…